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 ItA and McKean.""
- ISBN10 3540033025
- ISBN13 9783540033028
- Publish Date 31 December 1965
- Publish Status Out of Print
- Out of Print 22 March 2008
- Publish Country DE
- Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Edition 1965. Corr. 2nd Printing ed.
- Format Hardcover
- Pages 322
- Language English