Green, Brown, and probability & Brownian motion on the line/
Green, Brown, and probability and Brownian motion on the line Brownian motion on the line
Kai Lai Chung.
- River Edge, NJ: World Scientific, c2002.
- x, 170 p.: ill.; 23 cm.
Consists of the 2nd ed. of the author's Green, Brown, and probability along with lecture notes on "Brownian motion on the line" given at Stanford University.
Includes bibliographical references.
9810246897 9810246900 (pbk.)
00251313
Brownian motion processes. Boundary value problems. Processos Brownianos Processos Estocasticos.