Diffusion Processes and their Sample Paths by Henry Mckean
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.-
Introduction to Calculus and Analysis I
-
Finite Geometries
-
Elliptic Partial Differential Equations of Second Order
-
Function Theory in the Unit Ball of Cn
-
The Analysis of Linear Partial Differential Operators III
-
Combinatorial Group Theory
-
Algebraic Geometry I
-
Complex Manifolds and Deformation of Complex Structures
-
Geometric Measure Theory
-
Multiple Integrals in the Calculus of Variations
-
Number Theory
-
Stability Theory of Dynamical Systems
-
Lectures on Celestial Mechanics
-
The Analysis of Linear Partial Differential Operators I
-
Algebraic Surfaces
-
Transformation Groups in Differential Geometry
-
Topological Methods in Algebraic Geometry
-
C*-Algebras and W*-Algebras
-
The Theory of Stochastic Processes II
-
Combinatorial Theory
-
The Theory of Stochastic Processes I
-
Theory of Stein Spaces
-
Homology
-
The Theory of Stochastic Processes III
-
An Introduction to the Geometry of Numbers
-
Introduction to Calculus and Analysis II/2
-
Introduction to Quadratic Forms
-
Entropy, Large Deviations, and Statistical Mechanics
-
Hamiltonian Methods in the Theory of Solitons
-
Einstein Manifolds
-
Classical Potential Theory and Its Probabilistic Counterpart
-
K-Theory
-
Algebraic Topology - Homotopy and Homology
-
Problems and Theorems in Analysis I
-
Probability in Banach Spaces
-
The Analysis of Linear Partial Differential Operators IV
-
Lectures on Algebraic Topology
-
Problems and Theorems in Analysis II
-
Interacting Particle Systems
-
The Analysis of Linear Partial Differential Operators II
-
Practical Quantum Mechanics
-
Perturbation Theory for Linear Operators
-
Introduction to Calculus and Analysis II/1
-
Functional Analysis
The systematic character of the exposision, which makes from the widely ramified subject matter of the extensive literature a clear, masterly arranged whole, is a particularly valuable feature of this monograph(Publicationes Mathematicae)
Biography of Kiyosi Ito Kiyosi Ito 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. Ito'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 Ito 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.
| SKU | Unavailable |
| ISBN 13 | 9783540606291 |
| ISBN 10 | 3540606297 |
| Title | Diffusion Processes and their Sample Paths |
| Author | Henry Mckean |
| Series | Classics In Mathematics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer |
| Year published | 1996-01-05 |
| Number of pages | 323 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |