Green, Brown, And Probability And Brownian Motion On The Line - Softcover

Chung, Kai Lai

 
9789810246907: Green, Brown, And Probability And Brownian Motion On The Line
Softcover
ISBN 10: 9810246900 ISBN 13: 9789810246907
Verlag: World Scientific Publishing Co Pte Ltd, 2002

Inhaltsangabe

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.

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Reseña del editor

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.

Reseña del editor

This study consists of two parts. Part I is the second edition of the author's 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 work 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.

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Verlag
World Scientific Publishing Co Pte Ltd
Erscheinungsdatum
2002
Sprache
Englisch
ISBN 10 
9810246900
ISBN 13 
9789810246907
Einband
Tapa blanda
Anzahl der Seiten
180
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

Weitere beliebte Ausgaben desselben Titels

9789810246891: Green, Brown, And Probability And Brownian Motion On The Line

Vorgestellte Ausgabe

ISBN 10:  9810246897 ISBN 13:  9789810246891
Verlag: World Scientific Publishing Co P..., 2002
Hardcover