Lectures from Markov Processes to Brownian Motion
This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (N...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
1982, 1982
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| Edition: | 1st ed. 1982 |
| Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
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| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1 Markov Process
- 2 Basic Properties
- 3 Hunt Process
- 4 Brownian Motion
- 5 Potential Developments