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Author Chung, Kai Lai, 1917-2009.

Title Markov processes, Brownian motion, and time symmetry
Edition 2nd ed. / Kai Lai Chung and John B. Walsh
Published Berlin ; New York : Springer, ©2005


Description 1 online resource (xii, 431 pages) : illustrations
Series Grundlehren der mathematischen Wissenschaften ; 249
Grundlehren der mathematischen Wissenschaften ; 249.
Contents Markov Process -- Basic Properties -- Hunt Process -- Brownian Motion -- Potential Developments -- Generalities -- Markov Chains: a Fireside Chat -- Ray Processes -- Application to Markov Chains -- Time Reversal -- h-Transforms -- Death and Transfiguration: A Fireside Chat -- Processes in Duality -- The Martin Boundary -- The Basis of Duality: A Fireside Chat
Summary 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 aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal ... The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text
Notes Revised edition of: Lectures from Markov processes to Brownian motion / Kai Lai Chung. ©1982
Bibliography Includes bibliographical references (pages 421-425) and index
Notes Print version record
Subject Markov processes.
Brownian motion processes.
Markov Chains
Markov, processus de.
Mouvement brownien, Processus de.
Brownian motion processes.
Markov processes.
Brownse beweging.
Processos brownianos.
Form Electronic book
Author Walsh, John B
Chung, Kai Lai, 1917-2009. Lectures from Markov processes to Brownian motion
ISBN 9780387286969