Green, Brown, and Probability and Brownian Motion on the Line

DOI10.1142/4758zbMath1014.60001OpenAlexW583015197MaRDI QIDQ3146958

Kai Lai Chung

Publication date: 18 September 2002

Full work available at URL: https://doi.org/10.1142/4758

zbMATH Keywords

Brownian motionharmonic functionboundary value problemtransienceFeynman-Kac functionalstrong Markov propertyhitting timeGreen's second identityCoulomb's potentialNewton's potential

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Markov semigroups and applications to diffusion processes (47D07) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Probabilistic potential theory (60J45) Sample path properties (60G17) Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Transition functions, generators and resolvents (60J35) Schrödinger and Feynman-Kac semigroups (47D08)

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