From Brownian Motion to Schrodinger's Equation (Grundlehren Der Mathematischen Wissenschaften) - Softcover

Chung, Kai Lai; Zhao, Zhongxin

Softcover

ISBN 10: 0387570306 ISBN 13: 9780387570303

Publisher: Springer Verlag, 1995

Synopsis

In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics.
A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.

About this title

Review

"This book is an excellent contribution to potential theory and stochastic processes, and recommended to researchers and graduate students of mathematics and mathematical physics." - M. Nagasawa, Universität Zürich

Edition details

• Publisher: Springer Verlag
• Publication date: 1995
• ISBN 10: 0387570306
• ISBN 13: 9780387570303
• Binding: Paperback
• Language: English