Green, Brown, and Probability and Brownian Motion on the Line
DOI10.1142/4758zbMATH Open1014.60001OpenAlexW583015197MaRDI QIDQ3146958FDOQ3146958
Authors: Kai Lai Chung 
Publication date: 18 September 2002
Full work available at URL: https://doi.org/10.1142/4758
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- Random walk and the heat equation
- Some variations on Kac's formula for Brownian motion
- On large deviation principles and the Monge-Ampère equation (following Berman, Hultgren)
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