Markov Processes, Brownian Motion, and Time Symmetry

by Kai Lai Chung and John B. Walsh

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0387220267
• ISBN13: 9780387220260
• Release Date: July 2005
• Publisher: Springer
• Length: 432 Pages
• Weight: 1.65 lbs.
• Dimensions: 1.0" x 6.1" x 9.3"