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Author:   Kai Lai Chung (Stanford Univ, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 15.60cm , Height: 1.50cm , Length: 23.40cm
Weight:   0.431kg
ISBN:  

9789810246891

ISBN 10:   9810246897
Pages:   180
Publication Date:   08 May 2002
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Green, Brown, and Probability: Green's Ideas; Probability and Potential; Process; Random Time; Markov Property; Brownian Construct; The Trouble with Boundary; Return to Green; Strong Markov Property; Transience; Last but Not Least; Least Energy; Brownian Motion on the Line: Exit and Return; Time and Place; A General Method; Drift; Dirichlet and Poisson Problems; Feynman-Kac Functionals; Stopped Feynman-Kac Functional: Introduction; The Results; The Connections.

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