Diffusion Processes and their Sample Paths / Kiyosi Itô, Henry P. McKean jr

• Autore: Itô, Kiyosi
• Pubblicazione: Berlin ; Heidelberg, : Springer, 1996
• Edizione: Reprint ofthe 1974 edition
• Descrizione fisica: xviii, 326 p. : ill. ; 24 cm
• Soggetto topico: 01A75 - Collected or selected works; reprintings or translations of classics [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G17 - Sample path properties [MSC 2020]; 60J60 - Diffusion processes [MSC 2020]; 60J65 - Brownian motion [MSC 2020]; 60J70 - Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [MSC 2020]
• Soggetto non controllato: Bessel process; Brownian Motion; Brownian excursion; Diffusion Processes; Ergodic theory; Generator; Law of the iterated logarithms; Local time; Random Walks; Stochastic processes
• Altri autori: McKean, Henry P., jr.
• Titolo autorizzato: Diffusion processes and their sample paths
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00295934
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-642-62025-6
• Serie: Classics in mathematics Berlin [etc.] . -Springer