Markov processes, Brownian motion, and time symmetry

From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features o...

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Bibliographische Detailangaben
Hauptverfasser: Chung, Kai Lai, 1917-2009, Walsh, John B. (VerfasserIn)
Format: Livre numérique
Sprache:Anglais
Veröffentlicht: New York, NY : Springer New York : Springer e-books [20..].
Cham : Springer Nature
Ausgabe:2nd edition.
Schriftenreihe:Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 249
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Edition sous un autre format:• Markov processes, Brownian motion, and time symmetry, Kai Lai Chung and John B. Walsh, 2nd edition, 2005, New York, Springer, 1 vol. (XII-431 p.), Grundlehren der mathematischen Wissenschaften, 978-1-4419-1960-1
Beschreibung
Zusammenfassung:From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text
Beschreibung:Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Bibliographie:Bibliogr. Index
ISBN:9780387286969
ISSN:2196-9701
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