Markov Processes, Brownian Motion, and Time Symmetry

• Main Authors: Chung, Kai Lai (Author), Walsh, John B. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2005.
• Edition: Second Edition.
• Series: Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, 249
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

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, Zürich, in the spring of 1970. The author's aim was to present some of the best features o...