Author

Contributions

  • Zhao, Zhongxin, 1942- - Contributor

Publication

1995 - Springer-Verlag, Berlin, Germany

Language

English

Word Count

71,750 words, Guess

Page Count

287 pages

Physical Format

[electronic resource] /

Identifiers

Classifications

  • LCCQC174.17.S3 C48 1995beb

Description

In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.

Subjects

Series Statement

  • Grundlehren der mathematischen Wissenschaften -- 312

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