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Green, brown and probability and brownian motion on the line. / Kai Lai Chung

By: Material type: TextPublication details: New Jersey: World Scientific Publishing Co. Ltd. c2002.Description: x,170 p.: ill.; 23cmISBN:
  • 9810246897
Subject(s): LOC classification:
  • QA274.75.C48
Contents:
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.
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Books WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY QA274.75.C48 (Browse shelf(Opens below)) Available 1886/12

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.

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