Diffusion processes and their sample paths. (Q1907531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion processes and their sample paths. |
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Diffusion processes and their sample paths. (English)
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13 February 1996
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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.
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