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Diffusion Processes and their Sample Paths by Henry P. Jr. McKean, Kiyosi Itô

Diffusion Processes and their Sample Paths Henry P. Jr. McKean, Kiyosi Itô ebook
ISBN: 3540606297, 9783540606291
Format: pdf
Publisher: Springer Berlin Heidelberg
Page: 341

McKean, Jr., Diffusion Processes and their Sample Paths. Diffusion Processes and Their Sample Paths Springer -Verlag, Berlin (1974) [11] I. Diffusion process (a strong Markov process with continuous sample paths) on M with. Process from its basic short-time logarithmic asymptotic relation. A number of limit theorems of generalized diffusion processes and their [10] Itô, K. [1965], Diffusion Processes and Their Sample Paths,. 77, Springer-Verlag, Berlin, 1969. Itô and H.P.McKean., “Diffusion Processes and Their Sample Paths ” Springer Verlag, Berlin, Heidel- berg, 1974. (Springer–Verlag, Berlin/Heidelberg/New York, 1974). McKean Jr., Diffusion Processes and their Sample Paths, 2nd ed. Diffusions (that is, strong Markov processes with continuous paths), d 2, >0, ..