| Dewey Class |
519.2 |
| Titolo |
From Brownian Motion to Schrödinger’s Equation ([EBook]) / by Kai Lai Chung, Zhongxin Zhao. |
| Autore |
Chung, Kai Lai , 1917-2009 |
| Added Personal Name |
Zhao, Zhongxin |
| Other name(s) |
SpringerLink (Online service) |
| Pubblicazione |
Berlin, Heidelberg : Springer , 1995. |
| Physical Details |
XII, 292 pages : online resource. |
| Serie |
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 |
| Link alle Opere Legate |
Riferimenti soggetto: .
Brownian motion processes .
Functional Analysis .
Potential Theory .
Potential theory (Mathematics) .
Probabilities .
Probability theory and stochastic processes .
Schrödinger equation .
Theoretical, Mathematical and Computational Physics .
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