Diffusion processes and their sample paths.

zbMath0837.60001MaRDI QIDQ1907531

Publication date: 13 February 1996

Published in: Classics in Mathematics (Search for Journal in Brave)

Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Collected or selected works; reprintings or translations of classics (01A75) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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