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Brownian motion

Autor: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
Editorial: Cambridge, UK ; New York : Cambridge University Press, ©2010.
Serie: Cambridge series on statistical and probabilistic mathematics, 30.
Edición/Formato:   Libro : Inglés (eng)Ver todas las ediciones y todos los formatos
Base de datos:WorldCat
Resumen:
"This textbook offers a broad and deep exposition of Brownian motion. Extensively class tested, it leads the reader from the basics to the latest research in the area." "Starting with the construction of Brownian motion, the book then proceeds to sample path properties such as continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine  Leer más
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Tipo de documento: Libro/Texto
Todos autores / colaboradores: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
ISBN: 9780521760188 0521760186
Número OCLC: 466341039
Descripción: xii, 403 pages : illustrations ; 26 cm.
Contenido: Preface; Frequently used notation; Motivation; 1. Brownian motion as a random function; 2. Brownian motion as a strong Markov process; 3. Harmonic functions, transience and recurrence; 4. Hausdorff dimension: techniques and applications; 5. Brownian motion and random walk; 6. Brownian local time; 7. Stochastic integrals and applications; 8. Potential theory of Brownian motion; 9. Intersections and self-intersections of Brownian paths; 10. Exceptional sets for Brownian motion; Appendix A. Further developments: 11. Stochastic Loewner evolution and its applications to planar Brownian motion; Appendix B. Background and prerequisites; Hints and solutions for selected exercises; References; Index.
Título de la serie: Cambridge series on statistical and probabilistic mathematics, 30.
Responsabilidad: Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.

Resumen:

Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.  Leer más

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'This splendid account of the modern theory of Brownian motion puts special emphasis on sample path properties and connections with harmonic functions and potential theory, without omitting such Leer más

 
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Datos enlazados


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