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Item Details
Title: MARKOV PROCESSES, BROWNIAN MOTION, AND TIME SYMMETRY
By: Kai Lai Chung, John B. Walsh
Format: Paperback

List price: £106.00


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ISBN 10: 1441919600
ISBN 13: 9781441919601
Publisher: SPRINGER-VERLAG NEW YORK INC.
Pub. date: 19 October, 2010
Edition: Softcover reprint of hardcover 2nd ed. 2005
Series: Grundlehren der mathematischen Wissenschaften 249
Pages: 432
Description: From the reviews of the First Edition:"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zurich, in the spring of 1970.
Synopsis: From the reviews of the First Edition:"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zurich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.
Illustrations: 5 Illustrations, black and white; XII, 432 p. 5 illus.
Publication: US
Imprint: Springer-Verlag New York Inc.
Returns: Returnable
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COLLECTED ARTICLES FROM LNM (PB)
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ELEMENTARY PROBABILITY THEORY (HB)
ELEMENTARY PROBABILITY THEORY (PB)
FROM BROWNIAN MOTION TO SCHRODINGER'S EQUATION (HB)
FROM BROWNIAN MOTION TO SCHRODINGER'S EQUATION (PB)
GREEN, BROWN, AND PROBABILITY (HB)
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INTR.TO RANDOM TIME & QUANTUM (PB)
INTRODUCTION TO RANDOM TIME AND QUANTUM RANDOMNESS (NEW EDITION) (HB)
INTRODUCTION TO RANDOM TIME AND QUANTUM RANDOMNESS (NEW EDITION) (PB)
INTRODUCTION TO STOCHASTIC INTEGRATION (PB)
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KNOWING THE ODDS (HB)
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MARKOV CHAINS WITH STATIONARY TRANSITION PROBABILITIES (PB)
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NEW INTRODUCTION TO STOCHASTIC PROCESSES, A (IN CHINESE) (PB)
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