From Brownian motion to Schrödinger's equation
Author(s)
Bibliographic Information
From Brownian motion to Schrödinger's equation
（Die Grundlehren der mathematischen Wissenschaften, 312）
Springer-Verlag, c1995
- : gw
- : us
Available at / 104 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
: gwCHU||2||795008994
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: gw530.1/c4722070329383
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Note
Includes bibliographical references (p. [281]-284) and index
Description and Table of Contents
Description
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.
Table of Contents
1. Preparatory Material.- 2. Killed Brownian Motion.- 3. Schroedinger Operator.- 4. Stopped Feynman-Kac Functional.- 5. Conditional Brownian Motion and Conditional Gauge.- 6. Green Functions.- 7. Conditional Gauge and q-Green function.- 8. Various Related Developments.- 9. The Case of One Dimension.- References.
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