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From Brownian Motion to Schrödinger’s Equation
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Catalogue Information
Field name
Details
Dewey Class
519.2
Title
From Brownian Motion to Schrödinger’s Equation ([EBook]) / by Kai Lai Chung, Zhongxin Zhao.
Author
Chung, Kai Lai , 1917-2009
Added Personal Name
Zhao, Zhongxin
Other name(s)
SpringerLink (Online service)
Publication
Berlin, Heidelberg : Springer , 1995.
Physical Details
XII, 292 pages : online resource.
Series
Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
0072-7830 ; ; 312
ISBN
9783642578564
Summary Note
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.:
Contents note
1. Preparatory Material -- 2. Killed Brownian Motion -- 3. Schrödinger Operator -- 4. Stopped Feynman-Kac Functional -- 5. Conditional Brownian Motion and Conditional Gauge -- 6. Green Functions -- 7. Conditional Gauge and q-Green function -- 8. Various Related Developments -- 9. The Case of One Dimension -- References.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-3-642-57856-4
Links to Related Works
Subject References:
Brownian motion processes
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Functional Analysis
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Potential Theory
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Potential theory (Mathematics)
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Probabilities
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Probability theory and stochastic processes
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Schrödinger equation
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Theoretical, Mathematical and Computational Physics
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Authors:
author
.
Chung, Kai Lai 1917-2009
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Chung, Kai Lai, 1917-2009.
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Zhao, Zhongxin
.
Corporate Authors:
SpringerLink (Online service)
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Series:
Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
.
Classification:
519.2
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