Electrostatic capacity, heat flow, and brownian motion

Author:

Spitzer Frank

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference10 articles.

1. Carslaw, H. S., and J. C. Jaeger: Conduction of heat in solids. 2nd ed. Oxford: Clarendon Press, 1959.

2. Doob, J. L.: A probability approach to the heat equation. Trans. Amer. math. Soc. 80, 216?280 (1955).

3. Dvoretzky, A., and P. Erdös: Some problems on random walk in spac. Proc. 2nd Berkeley Sympos. math. Statist. Probability. 353?368 (1951).

4. Hunt, G. A.: Some theorems concerning Brownian motion. Trans. Amer. math. Soc. 81, 294?319 (1956).

5. ItÔ, K., and H. P. McKean: Diffusion processes and their sample paths. Berlin: Springer 1964.

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