• Kiyosi Itô
  • Henry P. McKeanJr.
Part of the Classics in Mathematics book series (CLASSICS)


The reader is expected to have about the same mathematical background as is needed to read Courant-Hilbert [1, 2]. Besides this, he should have mastered most of W. Feller’s book on probability [3] plus the topics listed below (see A. N. Kolmogorov [2] for a helpful outline and some of the proofs).




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Copyright information

© Springer-Verlag Berlin Heidelberg 1996

Authors and Affiliations

  • Kiyosi Itô
    • 1
    • 3
  • Henry P. McKeanJr.
    • 2
  1. 1.RIMSKyoto UniversitySakyo-Ku, KyotoJapan
  2. 2.Courant Institute of Mathematical SciencesNew York UniversityNew YorkUSA
  3. 3.Cornell UniversityUSA

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