Diffusion processes and their sample paths. 2nd printing, corrected. (English) Zbl 0285.60063

Die Grundlehren der mathematischen Wissenschaften. Band 125. Berlin-Heidelberg-New York: Springer-Verlag. XIV, 321 p. DM 68.00; $ 27.80 (1974).


60J60 Diffusion processes
60G17 Sample path properties
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60J65 Brownian motion
60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
28D05 Measure-preserving transformations