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

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Chung, Kai Lai 作者

World Scientific Pub Co Inc

译者

2002-7 出版日期

200 页数

$ 69.00 价格

HRD

丛书系列

9789810246891 图书编码

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

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

Green, Brown, and Probability and Brownian Motion on the Line 在线电子书图书描述

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.

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