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Markov Processes, Brownian Motion, and Time Symmetry Book

Markov Processes, Brownian Motion, and Time Symmetry
Markov Processes, Brownian Motion, and Time Symmetry, , Markov Processes, Brownian Motion, and Time Symmetry has a rating of 3 stars
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Markov Processes, Brownian Motion, and Time Symmetry, , Markov Processes, Brownian Motion, and Time Symmetry
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  • Markov Processes, Brownian Motion, and Time Symmetry
  • Written by author Kai Lai Chung
  • Published by Springer-Verlag New York, LLC, November 2010
  • 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, Zürich, in the spring of 1970. The author's
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Book Categories

Authors

Ch. 1Markov process1
Ch. 2Basic properties45
Ch. 3Hunt process75
Ch. 4Brownian motion137
Ch. 5Potential developments208
Ch. 6Generalities233
Ch. 7Markov chains : a fireside chat244
Ch. 8Ray processes250
Ch. 9Application to Markov chains291
Ch. 10Time reversal303
Ch. 11H-transforms320
Ch. 12Death and transfiguration : a fireside chat336
Ch. 13Processes in duality342
Ch. 14The Martin boundary398
Ch. 15The basis of duality : a fireside chat416


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