Green, Brown, and probability & Brownian motion on the line

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Green, Brown, and probability & Brownian motion on the line / Kai Lai Chung

資料種別:: 図書
出版情報:: Singapore : World Scientific, c2002
形態:: x, 170 p. ; 22 cm
著者名:: Chung, Kai Lai, 1917- <DA00020165>
ISBN:: 9789810246907 [9810246900] (: pbk)
9789810246891 [9810246897] (: hard)
書誌ID:: BA57577034

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その他の標題:

Green, Brown, and probability and Brownian motion on the line

注記:

Includes bibliographical references

主題:

確率論

言語:

英語

目次情報:

Preface

Green, Brown, and Probability / Part I.：

Some Notation and Terminology

Green's Ideas / 1.：

Probability and Potential / 2.：

Process / 3.：

Random Time / 4.：

Markov Property / 5.：

Brownian Construct / 6.：

The Trouble with Boundary / 7.：

Return to Green / 8.：

Strong Markov Property / 9.：

Transience / 10.：

Last but not Least / 11.：

Least Energy / 12.：

Addenda

Notes

References

Some Chronology

Appendices

Brownian Motion on the Line / Part II.：

Generalities

Exit and Return

Time and Place

A General Method

Drift

Dirichlet and Poisson Problems

Feynman-Kac Functional

Stopped Feynman-Kac Functional / Part III.：

Introduction

The Results

The Connections

Preface

Green, Brown, and Probability / Part I.：

Some Notation and Terminology

Green's Ideas / 1.：

Probability and Potential / 2.：

Process / 3.：

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