From Brownian Motion to Schroedinger's Equation (Paperback, Softcover reprint of the original 1st ed. 1995)

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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Grundlehren der mathematischen Wissenschaften, 312
Release date:	December 2012
First published:	1995
Authors:	Kai L. Chung • Zhongxin Zhao
Dimensions:	235 x 155 x 17mm (L x W x T)
Format:	Paperback
Pages:	292
Edition:	Softcover reprint of the original 1st ed. 1995
ISBN-13:	978-3-642-63381-2
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Physics > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	3-642-63381-1
Barcode:	9783642633812

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