Diffusion Processes and Their Sample Paths

Im Jahre 1920 begann Springer-Verlag mit der Veroffentlichung von Buchern in der hoheren Mathematik. Damals wurde die Reihe Grundlehren der Mathematischen Wissenschaften - ursprunglich konzipiert als eine Lehrbuchreihe auf fortgeschrittenem Niveau - von Richard Courant gegrundet. Einige Jahre spater kam eine neue Reihe hinzu: Ergebnisse der Mathematik und Ihrer Grenzgebiete, die uber den aktuellen Stand der Forschung in der Mathematik berichtet.Von uber 400 Buchern, die in diesen Reihen bisher erschienen sind, wurden viele inzwischen anerkannte Klassiker und sind bis heute Standardnachschlagewerke in ihrem jeweiligen Fachgebiet geblieben. Springer legt nun ausgewahlte Titel dieser auserst erfolgreichen Bucher als preisgunstige Broschurausgaben neu auf, um sie damit auch der jungeren Generation von Studenten und Wissenschaftlern zuganglich zu machen.

Biography of Kiyosi Ito

Kiyosi Ito 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.

Ito'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 Ito 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.