Kai L. Chung's Books

From Brownian Motion to Schrödinger’s Equation

By: Kai L. Chung,Zhongxin Zhao

Write a review Read reviews Take a Quiz Solve Book Puzzle

From Brownian Motion to Schrödinger’s Equation

By: Kai L. Chung,Zhongxin Zhao

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.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

297

Publisher

Springer Science & Business Media

Published Date

ISBN 10

364257856X

ISBN 13

9783642578564

Introduction to Stochastic Integration

By: Kai L. Chung,Ruth Williams

Write a review Read reviews Take a Quiz Solve Book Puzzle

Introduction to Stochastic Integration

By: Kai L. Chung,Ruth Williams

This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development (§6.4) and the material on re flected Brownian motions (§8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

298

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0817633863

ISBN 13

9780817633868

Chance & Choice

Memorabilia

By: Kai Lai Chung

Write a review Read reviews Take a Quiz Solve Book Puzzle

Chance & Choice

Memorabilia

By: Kai Lai Chung

This book begins with a historical essay entitled OC Will the Sun Rise Again?OCO and ends with a general address entitled OC Mathematics and ApplicationsOCO. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, SchrAdingerOCoFeynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book. Contents: On Mutually Favorable Events; On Fluctuations in Coin-Tossing; On a Stochastic Approximation Method; On the Martin Boundary for Markov Chains; A Cluster of Great Formulas; Probabilistic Methods in Markov Chains; Markov Processes with Infinities; Probability Methods in Potential Theory; Plya''s Work in Probability; Probability and Doob; In Memory of L(r)vy and Fr(r)chet; and other papers. Readership: Graduate students, teachers and researchers in probability and statistics.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

344

Publisher

World Scientific

Published Date

ISBN 10

9812567135

ISBN 13

9789812567130

Book's by Kai L. Chung

From Brownian Motion to Schrödinger’s Equation

From Brownian Motion to Schrödinger’s Equation

Introduction to Stochastic Integration

Introduction to Stochastic Integration

Chance & Choice

Chance & Choice

Username

Password

Username

Password

Password again

Birthday

Email