Markov processes, Brownian motion, and time symmetry

by John B. Walsh, Kai Lai Chung

2005 432 pages eng

From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov p…