Brownian Motion and Classical Potential Theory
eBook - PDF

Brownian Motion and Classical Potential Theory

  1. 250 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Brownian Motion and Classical Potential Theory

Book details
Table of contents
Citations

About This Book

Brownian Motion and Classical Potential Theory is a six-chapter text that discusses the connection between Brownian motion and classical potential theory. The first three chapters of this book highlight the developing properties of Brownian motion with results from potential theory. The subsequent chapters are devoted to the harmonic and superharmonic functions, as well as the Dirichlet problem. These topics are followed by a discussion on the transient potential theory of Green potentials, with an emphasis on the Newtonian potentials, as well as the recurrent potential theory of logarithmic potentials. The last chapters deal with the application of Brownian motion to obtain the main theorems of classical potential theory. This book will be of value to physicists, chemists, and biologists.

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Yes, you can access Brownian Motion and Classical Potential Theory by Sidney Port in PDF and/or ePUB format, as well as other popular books in Matemáticas & Matemática aplicada. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2012
ISBN
9780323159081
Topic
Matemáticas
Subtopic
Matemática aplicada

Table of contents

  1. Front Cover
  2. Brownian Motion and Classical Potential Theory
  3. Copyright Page
  4. Table of Contents
  5. Preface
  6. Glossary of Notation
  7. Chapter 1. Brownian Motion as a Strong Markov Process
  8. Chapter 2. Hitting Times
  9. Chapter 3. Potentials on the Whole Space
  10. Chapter 4. Harmonic Functions
  11. Chapter 5. Superharmonic and Excessive Functions
  12. Chapter 6. Potential Theory
  13. References
  14. Index
  15. Probability and Mathematical Statistics