Diffusion processes and their sample paths.
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Publication:1907531
zbMath0837.60001MaRDI QIDQ1907531
Publication date: 13 February 1996
Published in: Classics in Mathematics (Search for Journal in Brave)
60J65: Brownian motion
60J60: Diffusion processes
60G17: Sample path properties
01A75: Collected or selected works; reprintings or translations of classics
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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