Brownian Motion on a Green Space
Title | Brownian Motion on a Green Space PDF eBook |
Author | J. L. Doob |
Publisher | |
Pages | 68 |
Release | 1957 |
Genre | Brownian movements |
ISBN |
Brownian Motion on a Green Space
Title | Brownian Motion on a Green Space PDF eBook |
Author | J. L. Doob |
Publisher | |
Pages | 0 |
Release | 1957 |
Genre | Brownian movements |
ISBN |
Green, Brown, and Probability & Brownian Motion on the Line
Title | Green, Brown, and Probability & Brownian Motion on the Line PDF eBook |
Author | Kai Lai Chung |
Publisher | World Scientific |
Pages | 184 |
Release | 2002 |
Genre | Mathematics |
ISBN | 9789810246907 |
This invaluable book consists of two parts. Part I is the second edition of the author's 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 ? Green's 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.
Green, Brown, And Probability And Brownian Motion On The Line
Title | Green, Brown, And Probability And Brownian Motion On The Line PDF eBook |
Author | Kai Lai Chung |
Publisher | World Scientific Publishing Company |
Pages | 188 |
Release | 2002-05-06 |
Genre | Mathematics |
ISBN | 9813102527 |
This invaluable book consists of two parts. Part I is the second edition of the author's 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 — Green's 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.
Brownian Motion
Title | Brownian Motion PDF eBook |
Author | Peter Mörters |
Publisher | Cambridge University Press |
Pages | |
Release | 2010-03-25 |
Genre | Mathematics |
ISBN | 1139486578 |
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Essentials of Brownian Motion and Diffusion
Title | Essentials of Brownian Motion and Diffusion PDF eBook |
Author | Frank B. Knight |
Publisher | American Mathematical Soc. |
Pages | 220 |
Release | 1981 |
Genre | Mathematics |
ISBN | 0821815180 |
Presents some gratuitous generalities on scientific method as it relates to diffusion theory. This book defines Brownian motion by the characterization of P Levy, and then constructed in three basic ways and these are proved to be equivalent in the appropriate sense.
Green, Brown, And Probability
Title | Green, Brown, And Probability PDF eBook |
Author | Kai Lai Chung |
Publisher | World Scientific |
Pages | 122 |
Release | 1995-10-18 |
Genre | Mathematics |
ISBN | 9814499684 |
This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the Newton-Coulomb potential and ending with solutions by first and last exits of Brownian paths from conductors.