Auteur: Kai Lai Chung

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 suitabl …

This book begins with a historical essay entitled âWill the Sun Rise Again?â and ends with a general address entitled âMathematics and Applicationsâ. The articles cover an interesting range of topics …

This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K L Chung explains why, in his view, probability theory starts where random time appears. …

This invaluable book consists of two parts. Part I is the second edition of the author’s widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition t …

Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introducti …

This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious ex …

In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid Ait Sahlia, ancien eleve, who has taught such a course and worked on the research staff of …

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 …

This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over- lapping material into a book, I aimed at presen …

The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hypothesis of a denumerable state space, …

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This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the Newton-Coulomb potential and …