跳至内容
Brownian motion 線上預覽
關閉線上預覽
正在查...

Brownian motion

作者: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
出版商: Cambridge, UK ; New York : Cambridge University Press, ©2010.
叢書: Cambridge series on statistical and probabilistic mathematics, 30.
版本/格式:   圖書 : 英語所有版本和格式的總覽
資料庫:WorldCat
提要:
"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  再讀一些...
評定級別:

(尚未評分) 0 附有評論 - 成爲第一個。

主題
更多類似這樣的

 

在圖書館查詢

&AllPage.SpinnerRetrieving; 正在查詢有此資料的圖書館...

詳細書目

文件類型: 圖書
所有的作者/貢獻者: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
ISBN: 9780521760188 0521760186
OCLC系統控制編碼: 466341039
描述: xii, 403 pages : illustrations ; 26 cm.
内容: 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.
叢書名: Cambridge series on statistical and probabilistic mathematics, 30.
責任: Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.

摘要:

Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.  再讀一些...

評論

社評

出版商概要

'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 再讀一些...

 
讀者提供的評論
正在擷取GoodReads評論...
正在擷取DOGObooks的評論

標籤

成爲第一個
確認申請

你可能已經申請過這份資料。若還是想申請,請選確認。

連結資料


<http://www.worldcat.org/oclc/466341039>
library:oclcnum"466341039"
library:placeOfPublication
library:placeOfPublication
library:placeOfPublication
owl:sameAs<info:oclcnum/466341039>
rdf:typeschema:Book
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:contributor
schema:contributor
schema:contributor
schema:copyrightYear"2010"
schema:creator
schema:datePublished"2010"
schema:exampleOfWork<http://worldcat.org/entity/work/id/349134171>
schema:inLanguage"en"
schema:name"Brownian motion"@en
schema:publisher
schema:reviews
rdf:typeschema:Review
schema:itemReviewed<http://www.worldcat.org/oclc/466341039>
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."
schema:url
schema:workExample

Content-negotiable representations

關閉視窗

請登入WorldCat 

没有帳號嗎?你可很容易的 建立免費的帳號.