GREEN,BROWN & PROBABILITY & BROWNIAN.. (eBook)

Kai Lai Chung (Autor)

eBook Download: PDF

2002
180 Seiten
World Scientific Publishing Company (Verlag)
978-981-310-252-1 (ISBN)

Infos

This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity - Green's formula for solving the boundary value problem of Laplace equations and the Newton-Coulomb potential.Part II of the book comprises lecture notes based on a short course on "e;Brownian Motion on the Line"e; which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.

Produkt-Details

• Erscheint lt. Verlag: 6.5.2002
• Verlagsort: SG
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• ISBN-10: 981-310-252-7 / 9813102527
• ISBN-13: 978-981-310-252-1 / 9789813102521