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Lectures from Markov Processes to Brownian Motion

Lectures from Markov Processes to Brownian Motion
Catalogue Information
Field name Details
Dewey Class 519.2
Title Lectures from Markov Processes to Brownian Motion ([EBook]) / by Kai Lai Chung.
Author Chung, Kai Lai , 1917-2009
Other name(s) SpringerLink (Online service)
Publication New York, NY : Springer , 1982.
Physical Details VIII, 242 pages : 5 illus. : online resource.
Series Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 0072-7830 ; ; 249
ISBN 9781475717761
Summary Note This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over­ lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate­ rial on discrete parameter martingale theory cited in § 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is self-contained.:
Contents note 1 Markov Process -- 2 Basic Properties -- 3 Hunt Process -- 4 Brownian Motion -- 5 Potential Developments.
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/10.1007/978-1-4757-1776-1
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