Green, Brown and Probability and Brownian Motion on the Line
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Green, Brown and Probability and Brownian Motion on the Line
Book Details
• Format: Paperback
• Language: English
• Pages: 180
• Writer: Chung K L
• Publisher: World Scientific Publishing Company
• Binding: Paperback
• Edition: 2 (Part I is the second edition)
• EAN: 9789810246907
• Package Dimensions: 9.0 x 5.9 x 0.4 inches
This book is divided into two parts: Part I explores the historical and mathematical connections between Brownian motion in probability theory and partial differential equations, focusing on Green's formula and Newton-Coulomb potential. Part II offers lecture notes on one-dimensional Brownian motion, aimed at graduate students, with numerous exercises included for practice.
