Diffusion Processes and their Sample Paths.

By: Contributor(s): Series: Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen mit besonderer Berücksichtigung der Anwendungsgebiete ; Bd. 125.Berlin, Springer-Verlag, 1965New York, Springer-Verlag, 1965Description: 321 p. illus. 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
Subject(s): DDC classification:
  • 531.7
LOC classification:
  • QA273 .I78
Summary: Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion.
Holdings
Item type Current library Call number Copy number Status Date due Barcode Item holds
BOOK BOOK NCAR Library Mesa Lab QA273 .I78 1965 1 Available 50583000044598
BOOK BOOK NCAR Library CG QA273 .I78 1965 2 Available 50583000044606
Total holds: 0

Bibliography: p. [306]-312.

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion.

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