Home » Green, Brown, and Probability and Brownian Motion on the Line by Kai Lai Chung
Green, Brown, and Probability and Brownian Motion on the Line Kai Lai Chung

Green, Brown, and Probability and Brownian Motion on the Line

Kai Lai Chung

Published May 6th 2002
ISBN : 9789810246891
Unknown Binding
180 pages
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 About the Book 

This invaluable book consists of two parts. Part I is the second edition of the authors widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective,MoreThis invaluable book consists of two parts. Part I is the second edition of the authors 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 - Greens 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.