Diffusion processes and their sample paths.
type: Item
instance of: scholarly article
title: Diffusion processes and their sample paths.
zbMATH Open document ID: 0837.60001
author: Kiyosi Itô
author: Henry P. McKean
published in: Classics in Mathematics
publication date: 1996-02-13T00:00:00Z
review text: The monograph is a paperback version but otherwise identical to the second printing of 1974 (Zbl 0285.60063). It still remains one of the deepest treatments of diffusion processes -- with emphasis on the one- dimensional case. The book truly deserves its place in the ``Classics'' series.
Mathematics Subject Classification ID: 60-02
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 01A75
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 844023
reviewed by: Michael Scheutzow
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 844023