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020 _a9810246897
050 _aQA274.75.C48
100 _aChung, Kai Lai
245 _aGreen, brown and probability and brownian motion on the line. /
_cKai Lai Chung
260 _aNew Jersey:
_bWorld Scientific Publishing Co. Ltd.
_cc2002.
300 _ax,170 p.:
_bill.;
_c23cm.
505 _aContents: 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.
650 _bBrownian motion processes.
942 _2lcc
_cBK
999 _c878
_d8378