Multidimensional Diffusion Processes (Graduate Texts in Mathematics)

The series "Grundlehren der mathematischen Wissenschaften" (subtitled Comprehensive Studies in Mathematics), Springer's first series in higher mathematics, was founded by Richard Courant in 1920. The Grundlehren were conceived as a series of modern textbooks. This character is obvious in the first 60-70 volumes, but the series underwent a number of significant changes after World War II. Outwardly, the change was in language. Whereas the overwhelming majority of the first 100 volumes were published in German, the following volumes are nearly all in English. A more important change concerns the contents of the books. The original objective of the Grundlehren had been to lead students to the principal results and to recent research questions in a single relatively elementary and easily readable book.