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Table of contents (9 chapters)
Keywords
About this book
Reviews
Authors and Affiliations
About the authors
Biography of Kiyosi Itô
Kiyosi Itô was born on September 7, 1915, in Kuwana, Japan. After his undergraduate and doctoral studies at Tokyo University, he was associate professor at Nagoya University before joining the faculty of Kyoto University in 1952. He has remained there ever since and is now Professor Emeritus, but has also spent several years at each of Stanford, Aarhus and Cornell Universities and the University of Minnesota.
Itô's fundamental contributions to probability theory, especially the creation of stochastic differential and integral calculus and of excursion theory, form a cornerstone of this field. They have led to a profound understanding of the infinitesimal development of Markovian sample paths, and also of applied problems and phenomena associated with the planning, control and optimization of engineering and other random systems.
Professor Itô has been the inspirer and teacher of an entire generation of Japanese probabilists.
Biography of Henry McKean
Henry McKean was born on December 14, 1930, in Wenham, Massachusetts. He studied mathematics at Dartmouth College, Cambridge University, and Princeton University; he received his degree from the last in 1955. He has held professional positions at Kyoto University, MIT, Rockefeller University, Weizmann Institute, Balliol College, Oxford, and the Courant Institute of Mathematical Sciences (1969 to present). His main interests are probability, Hamiltonian mechanics, complex function theory, and nonlinear partial differential equations.
Bibliographic Information
Book Title: Diffusion Processes and their Sample Paths
Authors: Kiyosi Itô, Henry P. McKean
Series Title: Classics in Mathematics
DOI: https://doi.org/10.1007/978-3-642-62025-6
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1996
Softcover ISBN: 978-3-540-60629-1Published: 05 January 1996
eBook ISBN: 978-3-642-62025-6Published: 06 December 2012
Series ISSN: 1431-0821
Series E-ISSN: 2512-5257
Edition Number: 1
Number of Pages: XV, 323
Additional Information: Reprint of the 1974 Edition (Grundlehren der mathematischen Wissenschaften, Vol. 125)