Markov Processes, Brownian Motion, and Time Symmetry (English, Kai Lai Chung | John B. Walsh)
by Kai Lai Chung | John B. Walsh
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About the Book
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, Z�rich, 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 c…
ISBN: 9780387220260
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