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Green, Brown, and Probability and Brownian Motion on the Line - MaRDI portal

Green, Brown, and Probability and Brownian Motion on the Line (Q3146958)

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Green, Brown, and Probability and Brownian Motion on the Line
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    Green, Brown, and Probability and Brownian Motion on the Line (English)
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    18 September 2002
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    Brownian motion
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    Green's second identity
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    Feynman-Kac functional
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    hitting time
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    Newton's potential
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    Coulomb's potential
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    boundary value problem
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    harmonic function
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    strong Markov property
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    transience
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