Diffusion Processes and their Sample Paths.
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
- unmediated
- volume
- 531.7
- QA273 .I78
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | Item holds | |
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NCAR Library Mesa Lab | QA273 .I78 1965 | 1 | Available | 50583000044598 | |||
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NCAR Library CG | QA273 .I78 1965 | 2 | Available | 50583000044606 |
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.