Diffusion Processes and Their Sample Paths

Ito, Kiyosi; McKean, Henry P.

ISBN 10: 3540606297 / ISBN 13: 9783540606291

Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1996

Im Jahre 1920 begann Springer-Verlag mit der Veroffentlichung von Buchern in der hoheren Mathematik. Damals wurde die Reihe Grundlehren der Mathematischen Wissenschaften - ursprunglich konzipiert als eine Lehrbuchreihe auf fortgeschrittenem Niveau - von Richard Courant gegrundet. Series: Classics in Mathematics. Num Pages: 323 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 18. Weight in Grams: 1080. . 1996. Reprint of the 1974 ed. Paperback. . . . . Seller Inventory # V9783540606291

Synopsis:

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.

About the Author:

Biography of Kiyosi Itô

Kiyosi Itô was born on September 7, 1915, in Kuwana, Japan. After his undergraduate and doctoral studies at Tokyo University, he was associate professor at Nagoya University before joining the faculty of Kyoto University in 1952. He has remained there ever since and is now Professor Emeritus, but has also spent several years at each of Stanford, Aarhus and Cornell Universities and the University of Minnesota.

Itô's fundamental contributions to probability theory, especially the creation of stochastic differential and integral calculus and of excursion theory, form a cornerstone of this field. They have led to a profound understanding of the infinitesimal development of Markovian sample paths, and also of applied problems and phenomena associated with the planning, control and optimization of engineering and other random systems.
Professor Itô has been the inspirer and teacher of an entire generation of Japanese probabilists.

Biography of Henry McKean

Henry McKean was born on December 14, 1930, in Wenham, Massachusetts. He studied mathematics at Dartmouth College, Cambridge University, and Princeton University; he received his degree from the last in 1955. He has held professional positions at Kyoto University, MIT, Rockefeller University, Weizmann Institute, Balliol College, Oxford, and the Courant Institute of Mathematical Sciences (1969 to present).  His main interests are probability, Hamiltonian mechanics, complex function theory, and nonlinear partial differential equations.

Bibliographic Details

Title: Diffusion Processes and Their Sample Paths
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Publication Date: 1996
Binding: Soft cover
Condition: New