Umfang:
1 Online-Ressource (XII, 292 p)
ISBN:
9783642578564
,
9783642633812
Serie:
Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 312
Anmerkung:
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
Sprache:
Englisch
Schlagwort(e):
Brownsche Bewegung
;
Markov-Prozess
;
Schrödinger-Gleichung
DOI:
10.1007/978-3-642-57856-4
Mehr zum Autor:
Zhao, Zhongxin 1942-
Mehr zum Autor:
Chung, Kai Lai 1917-2009
