Click on a thumbnail to go to Google Books.
Loading... Brownian Motionby Peter Mörters
None Loading...
Sign up for LibraryThing to find out whether you'll like this book. No current Talk conversations about this book. No reviews no reviews | add a review
Belongs to Series
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like 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. No library descriptions found. |
Current DiscussionsNone
Google Books — Loading... GenresMelvil Decimal System (DDC)530.4Natural sciences and mathematics Physics Physics States of matterLC ClassificationRatingAverage: No ratings.Is this you?Become a LibraryThing Author. |