{"product_id":"new-introduction-to-stochastic-processes-kai-lai-chung-9789578981386","title":"New Introduction to Stochastic Processes, a (in Chinese)","description":"Beginning with a problem raised by the late Chinese mathematician Loo-Keng Hua, and the author's solution, this book discusses general Markov chains, a subject extremely popular in China in the fifties\/sixties. The author emphasizes methodology like the first entrance and last exit decompositions, leading to the most beautiful results by Kolmogorov, Doeblin, and himself. Next he discusses the continuous time case in which names like Paul Lévy and Doob enter and there are hard analytic problems such as differentiability and systems of differential equations which are nicely solved. Next he introduces Brownian motion or Wiener process as the most famous Markov process, relates the probability theory to grand old mathematical-physics associated with Green, Dirichlet, Schrodinger and Feynman. Finally there comes an excursion into general probabilistic methodology. This book contains many examples and exercises with hints and discussions.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Kai Lai Chung,Rong Wu\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9578981384\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789578981386\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e World Scientific Publishing Company\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/25\/1997\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 236\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback","brand":"Kai Lai Chung","offers":[{"title":"Paperback","offer_id":48448709329151,"sku":"9789578981386","price":67.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_ef4e5dd4-1797-4fab-ab6a-df02434a01b9.jpg?v=1777260138","url":"https:\/\/www.whiterainbookhouse.com\/products\/new-introduction-to-stochastic-processes-kai-lai-chung-9789578981386","provider":"WR Book House","version":"1.0","type":"link"}