Green, brown and probability and brownian motion on the line. /
Chung, Kai Lai
Green, brown and probability and brownian motion on the line. / Kai Lai Chung - New Jersey: World Scientific Publishing Co. Ltd. c2002. - x,170 p.: ill.; 23cm.
Contents: Green, brown, and probability -- Some notations and terminology -- Green's ideas -- Probability and potential -- Process -- Random time -- Markov property -- Brownian construct -- The Trouble with boundary -- Return to Green -- Strong Markov property -- Transience -- Last but not the least -- Least energy -- Adenda -- Notes -- References -- Some chronology -- Appendices -- Brownian motion on the line -- Generalities -- Exit and return -- Time and place -- A General method -- Drift -- Dirichlet and poisson problems -- Feynman-Kac functional -- Introduction -- The Results -- The Connections.
9810246897
Brownian motion processes.
QA274.75.C48
Green, brown and probability and brownian motion on the line. / Kai Lai Chung - New Jersey: World Scientific Publishing Co. Ltd. c2002. - x,170 p.: ill.; 23cm.
Contents: Green, brown, and probability -- Some notations and terminology -- Green's ideas -- Probability and potential -- Process -- Random time -- Markov property -- Brownian construct -- The Trouble with boundary -- Return to Green -- Strong Markov property -- Transience -- Last but not the least -- Least energy -- Adenda -- Notes -- References -- Some chronology -- Appendices -- Brownian motion on the line -- Generalities -- Exit and return -- Time and place -- A General method -- Drift -- Dirichlet and poisson problems -- Feynman-Kac functional -- Introduction -- The Results -- The Connections.
9810246897
Brownian motion processes.
QA274.75.C48