UID:
almahu_9947363312902882
Format:
XII, 292 p.
,
online resource.
ISBN:
9783642578564
Series Statement:
Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, 312
Content:
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.
Note:
1. Preparatory Material -- 2. Killed Brownian Motion -- 3. Schrödinger Operator -- 4. Stopped Feynman-Kac Functional -- 5. Conditional Brownian Motion and Conditional Gauge -- 6. Green Functions -- 7. Conditional Gauge and q-Green function -- 8. Various Related Developments -- 9. The Case of One Dimension -- References.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9783642633812
Language:
English
DOI:
10.1007/978-3-642-57856-4
URL:
http://dx.doi.org/10.1007/978-3-642-57856-4
