Green, Brown, and Probability and Brownian Motion on the Line pdf epub mobi txt 电子书下载 2024

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Chung, Kai Lai

World Scientific Pub Co Inc

2002-7

200

$ 69.00

HRD

9789810246891

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发表于2024-11-26

Green, Brown, and Probability and Brownian Motion on the Line epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Green, Brown, and Probability and Brownian Motion on the Line pdf epub mobi txt 电子书下载 2024

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This study consists of two parts. Part I is the second edition of the author's 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 work comprises lecture notes based on a short course on "Brownian Motion on the Line" which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.

Green, Brown, and Probability and Brownian Motion on the Line 下载 mobi epub pdf txt 电子书