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![]( "Buchcover ISBN 9783642620256")
„The systematic character of the exposision, which makes from the widely ramified subject matter of the extensive literature a clear, masterly arranged whole, is a particularly valuable feature of this monograph.“ (Publicationes Mathematicae)
Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic 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 Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean.
