Accession Number:

AD0736389

Title:

Brownian Motion and Diffusion,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS

Personal Author(s):

Report Date:

1970-07-01

Pagination or Media Count:

243.0

Abstract:

The book is part of a trilogy covering the field of Markov processes and provides a readable and constructive treatment of Brownian motion and diffusion. It contains some of the authors own research and many of the proofs are new. It dispenses with most of the customary transform apparatus, and the chapter on Brownian motion emphasizes topics which havent had much textbook coverage, such as square variation, the reflection principle, and the invariance principle. The chapter on diffusion shows how to obtain the process from Brownian by changing time. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE