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Markov Processes, Brownian Motion, and Time Symmetry

  • Kai Lai Chung
  • John B. Walsh

Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 249)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Pages 1-44
  3. Pages 45-74
  4. Pages 75-136
  5. Pages 137-207
  6. Pages 208-232
  7. Pages 233-243
  8. Pages 250-290
  9. Pages 303-319
  10. Pages 320-335
  11. Pages 342-397
  12. Pages 398-415
  13. Back Matter
    Pages 421-432

About this book

Introduction

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, Zürich, 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 cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)

This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Keywords

Brownian motion Brownsche Bewegung Hunt process Markov Markov chain Markov process Markowscher Prozess Motion

Authors and affiliations

  • Kai Lai Chung
    • 1
  • John B. Walsh
    • 2
  1. 1.Department of MathematicsStanford UniversityStanfordUSA
  2. 2.Mathematics DepartmentUniversity of British ColumbiaVancouverCanada

Bibliographic information