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Brownian motion

Auteur : Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
Éditeur : Cambridge, UK ; New York : Cambridge University Press, ©2010.
Collection : Cambridge series on statistical and probabilistic mathematics, 30.
Édition/format :   Livre imprimé : EnglishVoir toutes les éditions et tous les formats
Base de données :WorldCat
Résumé :
"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  Lire la suite...
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Détails

Format : Book
Tous les auteurs / collaborateurs : Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
ISBN : 9780521760188 0521760186
Numéro OCLC : 466341039
Description : xii, 403 pages : illustrations ; 26 cm.
Contenu : Brownian motion as a random function --
Brownian motion as a strong Markov process --
Harmonic functions, transience and recurrence --
Hausdorff dimension : Techniques and applications --
Brownian motion and random walk --
Brownian local time --
Stochastic integrals and applications --
Potential theory of Brownian motion --
Intersections and self-intersections of Brownian paths --
Exceptional sets for Brownian motion --
Stochastic Loewner evolution and planar Brownian motion.
Titre de collection : Cambridge series on statistical and probabilistic mathematics, 30.
Responsabilité : Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.

Résumé :

Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.  Lire la suite...

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Synopsis de l’éditeur

'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 Lire la suite...

 
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