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Brownian motion

Author: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
Publisher: Cambridge ; New York : Cambridge University Press, ©2010.
Series: Cambridge series on statistical and probabilistic mathematics, 30.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Mörters, Peter.
Brownian motion.
Cambridge, UK : Cambridge University Press, 2010
(OCoLC)466341039
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Peter Mörters; Y Peres; Oded Schramm; Wendelin Werner
ISBN: 9780511744273 0511744277 9780511743191 051174319X 9780511749742 0511749740 9780511750489 051175048X
OCLC Number: 638859632
Description: 1 online resource (xii, 403 pages) : illustrations.
Contents: 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.
Series Title: Cambridge series on statistical and probabilistic mathematics, 30.
Responsibility: 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.  Read more...

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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 Read more...

 
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