Green, Brown, And Probability And Brownian Motion On The Line e-bog

This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity - Green's formula for solving the boundary value problem of Laplace equations and the Newton-Coulomb potential.Part II of the book comprises lecture notes based on a short course on "e;Brownian Motion on the Line"e; which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.