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

Jezik AngleščinaAngleščina
Knjiga Trda
Knjiga Green, Brown, And Probability And Brownian Motion On The Line Kai Lai Chung
Koda Libristo: 05066898
Založba World Scientific Publishing Co Pte Ltd, maj 2002
This study consists of two parts. Part I is the second edition of the author's publication, "Green,... Celoten opis
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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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O knjigi

Polni naslov Green, Brown, And Probability And Brownian Motion On The Line
Avtor Kai Lai Chung
Jezik Angleščina
Vezava Knjiga - Trda
Datum izida 2002
Število strani 180
EAN 9789810246891
ISBN 9810246897
Koda Libristo 05066898
Založba World Scientific Publishing Co Pte Ltd
Teža 431
Mere 155 x 231 x 15

Kategorije

Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Materials / States of matter
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