Green, Brown, and Probability and Brownian Motion on the Line
This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity ¿ Green's formula for solving the boundary value problem of Laplace equations and the Newton-Coulomb potential.Part II of the book comprises lecture notes based on a short course on ¿Brownian Motion on…
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Produktdetails
- ISBN: 978-981-02-4690-7
- EAN: 9789810246907
- Produktnummer: 22998416
- Verlag: World Scientific Pub Co Inc
- Sprache: Englisch
- Erscheinungsjahr: 2002
- Seitenangabe: 170 S.
- Masse: H23.0 cm x B15.1 cm x D1.2 cm 268 g
- Gewicht: 268
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