Ito, Kiyosi

Diffusion processes and their sample paths Kiyosi Ito - Berlin Springer-Verlag 1996 - xiv, 321p. - Grundlehren der Mathematischen Wissenschaften; vol. 125 : Classics in Mathematics .

9783540606291


Diffusion processes
Brownian motion processes
Stochastic processes

519.2 It6d