Ebook: Diffusion Processes and their Sample Paths: Reprint of the 1974 Edition

U4 = Reihentext + Werbetext für dieses Buch Werbetext: 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.

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U4 = Reihentext + Werbetext f?r dieses Buch Werbetext: 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 It? and McKean.

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U4 = Reihentext + Werbetext f?r dieses Buch Werbetext: 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 It? and McKean.
Content:
Front Matter....Pages I-XV
Prerequisites....Pages 1-4
The standard Brownian motion....Pages 5-40
Brownian Local Times....Pages 40-83
The general 1-dimensional diffusion....Pages 83-105
Generators....Pages 105-164
Time changes and killing....Pages 164-211
Local and inverse local times....Pages 212-231
Brownian motion in several dimensions....Pages 232-291
A general view of diffusion in several dimensions....Pages 291-305
Back Matter....Pages 306-321

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U4 = Reihentext + Werbetext f?r dieses Buch Werbetext: 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 It? and McKean.
Content:
Front Matter....Pages I-XV
Prerequisites....Pages 1-4
The standard Brownian motion....Pages 5-40
Brownian Local Times....Pages 40-83
The general 1-dimensional diffusion....Pages 83-105
Generators....Pages 105-164
Time changes and killing....Pages 164-211
Local and inverse local times....Pages 212-231
Brownian motion in several dimensions....Pages 232-291
A general view of diffusion in several dimensions....Pages 291-305
Back Matter....Pages 306-321
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