K
Kai Lai Chung
Researcher at Stanford University
Publications - 113
Citations - 8539
Kai Lai Chung is an academic researcher from Stanford University. The author has contributed to research in topics: Brownian motion & Markov renewal process. The author has an hindex of 29, co-authored 113 publications receiving 8220 citations. Previous affiliations of Kai Lai Chung include Syracuse University & Shizuoka University.
Papers
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Book
A course in probability theory
TL;DR: This edition of A Course in Probability Theory includes an introduction to measure theory that expands the market, as this treatment is more consistent with current courses.
BookDOI
From Brownian motion to Schrödinger's equation
Kai Lai Chung,Chung-hsin Chao +1 more
TL;DR: In this paper, the case of one dimension is considered and the q-Green function is used to measure the number of vertices in the one-dimensional space of Brownian motion.
Book
Introduction to stochastic integration
Kai Lai Chung,Ruth J. Williams +1 more
TL;DR: In this paper, the Ito Formula was extended with the extension of the Predictable Integrands (PIG) and the Quadratic Variation Process (QVP).
Journal ArticleDOI
On a Stochastic Approximation Method
TL;DR: Asymptotic properties for the Robbins-Monro [1] procedure of stochastically solving the equation $M(x) = \alpha$ are established in detail in this article.