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Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov p

Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov p

In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes,

The Encyclopaedia of Mathematics is the most up-to-date, authoritative and comprehensive English-language work of reference in mathematics which exists today. W