Green, Brown, and Probability and Brownian Motion on the Line,9789810246907

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

by
ISBN13: 9789810246907
ISBN10: 9810246900
Format: Paperback
Pub. Date: 2002-07-01
Publisher(s): WORLD SCIENTIFIC PUB CO INC
List Price: $28.00

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Summary

Emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included. For graduate students and researchers in probability and statistics. Softcover. Hardcover available.

Table of Contents

Prefacep. v
Green, Brown, and Probability
Some Notation and Terminologyp. 3
Green's Ideasp. 5
Probability and Potentialp. 9
Processp. 15
Random Timep. 21
Markov Propertyp. 29
Brownian Constructp. 37
The Trouble with Boundaryp. 43
Return to Greenp. 51
Strong Markov Propertyp. 63
Transiencep. 71
Last but not Leastp. 77
Least Energyp. 83
Addendap. 89
Notesp. 95
Referencesp. 105
Some Chronologyp. 109
Appendicesp. 111
Brownian Motion on the Line
Generalitiesp. 119
Exit and Returnp. 125
Time and Placep. 129
A General Methodp. 132
Driftp. 140
Dirichlet and Poisson Problemsp. 145
Feynman-Kac Functionalp. 154
Stopped Feynman-Kac Functional
Introductionp. 163
The Resultsp. 164
The Connectionsp. 169
Table of Contents provided by Ingram. All Rights Reserved.

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