Articles liés à Green, Brown, and Probability & Brownian Motion...

Green, Brown, and Probability & Brownian Motion on the Line - Couverture souple

Chung, Kai Lai

 
9789810246907: Green, Brown, and Probability & Brownian Motion on the Line
Couverture souple
ISBN 10 : 9810246900 ISBN 13 : 9789810246907
Editeur : World Scientific Publishing Co Pte Ltd, 2002

Synopsis

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 "Brownian Motion on the Line" 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2002
Langue
anglais
ISBN 10 
9810246900
ISBN 13 
9789810246907
Reliure
Broché
Nombre de pages
180
Coordonnées du fabricant
non disponible
Personne responsable
non disponible