Diffusion processes and their sample paths. (Q1907531): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 05:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion processes and their sample paths. |
scientific article |
Statements
Diffusion processes and their sample paths. (English)
0 references
13 February 1996
0 references
The monograph is a paperback version but otherwise identical to the second printing of 1974 (Zbl 0285.60063). It still remains one of the deepest treatments of diffusion processes -- with emphasis on the one- dimensional case. The book truly deserves its place in the ``Classics'' series.
0 references
