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From Brownian Motion to Schrödinger’s Equation

From Brownian Motion to Schrödinger’s Equation
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)
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