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Knygos aprašymas

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. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean.

Informacija

Autorius: Henry P. Jr. McKean, Kiyosi Itô,
Serija: Classics in Mathematics
Leidėjas: Springer Berlin Heidelberg
Išleidimo metai: 1996
Knygos puslapių skaičius: 344
ISBN-10: 3540606297
ISBN-13: 9783540606291
Formatas: Knyga minkštu viršeliu
Kalba: Anglų
Žanras: Stochastics

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