passa ai contenuti
Brownian motion Anteprima di questo documento
ChiudiAnteprima di questo documento
Stiamo controllando…

Brownian motion

Autore: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
Editore: Cambridge, UK ; New York : Cambridge University Press, ©2010.
Serie: Cambridge series on statistical and probabilistic mathematics, 30.
Edizione/Formato:   book_printbook : EnglishVedi tutte le edizioni e i formati
Banca dati:WorldCat
Sommario:
"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  Per saperne di più…
Voto:

(non ancora votato) 0 con commenti - Diventa il primo.

Soggetti
Altri come questo

 

Trova una copia in biblioteca

&AllPage.SpinnerRetrieving; Stiamo ricercando le biblioteche che possiedono questo documento…

Dettagli

Tipo documento: Book
Tutti gli autori / Collaboratori: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
ISBN: 9780521760188 0521760186
Numero OCLC: 466341039
Descrizione: xii, 403 pages : illustrations ; 26 cm.
Contenuti: 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.
Titolo della serie: Cambridge series on statistical and probabilistic mathematics, 30.
Responsabilità: Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.

Abstract:

Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.  Per saperne di più…

Commenti

Recensioni editoriali

Sinossi editore

'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 Per saperne di più…

 
Commenti degli utenti
Recuperando commenti GoodReads…
Stiamo recuperando commenti DOGObooks

Etichette

Diventa il primo.
Conferma questa richiesta

Potresti aver già richiesto questo documento. Seleziona OK se si vuole procedere comunque con questa richiesta.

Dati collegati


Primary Entity

<http://www.worldcat.org/oclc/466341039> # Brownian motion
    a schema:CreativeWork, schema:Book ;
    library:oclcnum "466341039" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/349134171#Place/cambridge_uk> ; # Cambridge, UK
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/brownse_beweging> ; # Brownse beweging
    schema:about <http://id.worldcat.org/fast/839765> ; # Brownian motion processes
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/markov_processen> ; # Markov-processen
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/brownsche_bewegung> ; # Brownsche Bewegung
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/harmonische_functies> ; # Harmonische functies
    schema:about <http://dewey.info/class/530.475/e22/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/stochastische_functies> ; # Stochastische functies
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/random_walks_statistiek> ; # Random walks (statistiek)
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/hausdorff_dimensie> ; # Hausdorff dimensie
    schema:about <http://experiment.worldcat.org/entity/work/data/349134171#Topic/potentiaaltheorie> ; # Potentiaaltheorie
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/166710933> ; # Oded Schramm
    schema:contributor <http://viaf.org/viaf/107607570> ; # Wendelin Werner
    schema:contributor <http://viaf.org/viaf/42019969> ; # Yuval Peres
    schema:copyrightYear "2010" ;
    schema:creator <http://viaf.org/viaf/77052548> ; # Peter Mörters
    schema:datePublished "2010" ;
    schema:description "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."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/349134171> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/349134171#Series/cambridge_series_in_statistical_and_probabilistic_mathematics> ; # Cambridge series in statistical and probabilistic mathematics ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/349134171#Series/cambridge_series_on_statistical_and_probabilistic_mathematics> ; # Cambridge series on statistical and probabilistic mathematics ;
    schema:name "Brownian motion"@en ;
    schema:productID "466341039" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/466341039#PublicationEvent/cambridge_uk_new_york_cambridge_university_press_2010> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/349134171#Agent/cambridge_university_press> ; # Cambridge University Press
    schema:reviews <http://www.worldcat.org/title/-/oclc/466341039#Review/-355705979> ;
    schema:workExample <http://worldcat.org/isbn/9780521760188> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/466341039> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Agent/cambridge_university_press> # Cambridge University Press
    a bgn:Agent ;
    schema:name "Cambridge University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Place/cambridge_uk> # Cambridge, UK
    a schema:Place ;
    schema:name "Cambridge, UK" ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Series/cambridge_series_in_statistical_and_probabilistic_mathematics> # Cambridge series in statistical and probabilistic mathematics ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/466341039> ; # Brownian motion
    schema:name "Cambridge series in statistical and probabilistic mathematics ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Series/cambridge_series_on_statistical_and_probabilistic_mathematics> # Cambridge series on statistical and probabilistic mathematics ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/466341039> ; # Brownian motion
    schema:name "Cambridge series on statistical and probabilistic mathematics ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Topic/brownsche_bewegung> # Brownsche Bewegung
    a schema:Intangible ;
    schema:name "Brownsche Bewegung"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Topic/harmonische_functies> # Harmonische functies
    a schema:Intangible ;
    schema:name "Harmonische functies"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Topic/hausdorff_dimensie> # Hausdorff dimensie
    a schema:Intangible ;
    schema:name "Hausdorff dimensie"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Topic/potentiaaltheorie> # Potentiaaltheorie
    a schema:Intangible ;
    schema:name "Potentiaaltheorie"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Topic/random_walks_statistiek> # Random walks (statistiek)
    a schema:Intangible ;
    schema:name "Random walks (statistiek)"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/349134171#Topic/stochastische_functies> # Stochastische functies
    a schema:Intangible ;
    schema:name "Stochastische functies"@en ;
    .

<http://id.worldcat.org/fast/839765> # Brownian motion processes
    a schema:Intangible ;
    schema:name "Brownian motion processes"@en ;
    .

<http://viaf.org/viaf/107607570> # Wendelin Werner
    a schema:Person ;
    schema:birthDate "1968" ;
    schema:familyName "Werner" ;
    schema:givenName "Wendelin" ;
    schema:name "Wendelin Werner" ;
    .

<http://viaf.org/viaf/166710933> # Oded Schramm
    a schema:Person ;
    schema:familyName "Schramm" ;
    schema:givenName "Oded" ;
    schema:name "Oded Schramm" ;
    .

<http://viaf.org/viaf/42019969> # Yuval Peres
    a schema:Person ;
    schema:familyName "Peres" ;
    schema:givenName "Yuval" ;
    schema:givenName "Y." ;
    schema:name "Yuval Peres" ;
    .

<http://viaf.org/viaf/77052548> # Peter Mörters
    a schema:Person ;
    schema:familyName "Mörters" ;
    schema:givenName "Peter" ;
    schema:name "Peter Mörters" ;
    .

<http://worldcat.org/isbn/9780521760188>
    a schema:ProductModel ;
    schema:description "Hardback" ;
    schema:isbn "0521760186" ;
    schema:isbn "9780521760188" ;
    .

<http://www.worldcat.org/title/-/oclc/466341039#Review/-355705979>
    a schema:Review ;
    schema:itemReviewed <http://www.worldcat.org/oclc/466341039> ; # Brownian motion
    schema:reviewBody ""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 properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool, and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes."--Jacket." ;
    .


Content-negotiable representations

Chiudi finestra

Per favore entra in WorldCat 

Non hai un account? Puoi facilmente crearne uno gratuito.