Kai L. Chung Books

Introduction to stochastic integration
Introduction to Stochastic Integration
From Brownian Motion to Schrodinger s Equation Grundlehren der mathematischen Wissenschaften
Introduction to Stochastic Integration
Introduction to Stochastic Integration

By Ruth J. Williams, Kai L. Chung

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A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suita...

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Introduction to Stochastic Integration
Introduction to Stochastic Integration
Elementare Wahrscheinlichkeitstheorie und stochastische Prozesse Hochschultext
Elementare Wahrscheinlichkeitstheorie und Stochastische Prozesse
From Brownian motion to Schrodinger's Equation
From Brownian motion to Schrodinger's Equation

By Kai Lai Chung

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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 au...

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Green Brown and Probability
Green Brown and Probability

By Kai L. Chung

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