Mendeley出力
＜図書＞
Markov processes, Brownian motion, and time symmetry
| 責任表示 | Kai Lai Chung and John B. Walsh |
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| シリーズ | Die Grundlehren der mathematischen Wissenschaften ; 249 |
| データ種別 | 図書 |
| 版 | 2nd ed |
| 出版情報 | Berlin : Springer Science+Business Media , c2005 |
| 本文言語 | 英語 |
| 大きさ | xii, 431 p. : ill. ; 25 cm |
| 概要 | 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 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. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6949584 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | CHUN/10/6a | 2005 |
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023212005004368 |
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書誌詳細
| 一般注記 | "This book consists of two parts, to be called part I and part II. Part I, chapters 1 through 5, is essentially a new edition of Kai Lai Chung's Lectures from Markov processes to Brownian motion (1982)."--P. [ix] Includes bibliographical references (p. [421]-425) and index |
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| 著者標目 | *Chung, Kai Lai, 1917- Walsh, John B. |
| 件 名 | LCSH:Markov processes LCSH:Brownian motion processes CSHF:Markov, Processus de CSHF:Mouvement brownien, Processus de |
| 分 類 | LCC:QA274.7 DC22:519.2/33 |
| 書誌ID | 1001240760 |
| ISBN | 0387220267 |
| NCID | BA7337472X |
| 巻冊次 | ISBN:0387220267 ; XISBN:9780387220260 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |