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From Brownian Motion to Schrödinger’s Equation

  • Kai Lai Chung
  • Zhongxin Zhao

Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 312)

Table of contents

  1. Front Matter
    Pages I-XII
  2. Kai Lai Chung, Zhongxin Zhao
    Pages 1-29
  3. Kai Lai Chung, Zhongxin Zhao
    Pages 31-60
  4. Kai Lai Chung, Zhongxin Zhao
    Pages 61-102
  5. Kai Lai Chung, Zhongxin Zhao
    Pages 103-130
  6. Kai Lai Chung, Zhongxin Zhao
    Pages 131-158
  7. Kai Lai Chung, Zhongxin Zhao
    Pages 159-190
  8. Kai Lai Chung, Zhongxin Zhao
    Pages 191-213
  9. Kai Lai Chung, Zhongxin Zhao
    Pages 215-240
  10. Kai Lai Chung, Zhongxin Zhao
    Pages 241-279
  11. Back Matter
    Pages 281-290

About this book

Introduction

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.

Keywords

Brownian motion Green functions ODE Operator PDE Probability Probability theory Schrödinger's Equation Spectrum theories boundary value problems classical potential theory functional analysis mathematical physics

Authors and affiliations

  • Kai Lai Chung
    • 1
  • Zhongxin Zhao
  1. 1.Department of MathematicsStanford UniversityStanfordUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-57856-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 1995
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-63381-2
  • Online ISBN 978-3-642-57856-4
  • Series Print ISSN 0072-7830
  • Buy this book on publisher's site
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