Diffusion Processes and their Sample Paths / Edition 1

Since its first publication in 1965 in the series this book has had a profound and enduring influence on research into the shastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean