Brownian Motion
- ISBN-10
- 1139486578
- ISBN-13
- 9781139486576
- Series
- Brownian Motion
- Category
- Mathematics
- Language
- English
- Published
- 2010-03-25
- Publisher
- Cambridge University Press
- Authors
- Yuval Peres, Peter Mörters
Description
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.
Get the book
Other editions
-
- 2021-09-07
- 413 pages
- Ebook
- Walter de Gruyter GmbH & Co KG
-
- 2021-09-07
- 533 pages
- Ebook
- Walter de Gruyter GmbH & Co KG
-
- 2014-06-18
- 424 pages
- Paperback
- Walter de Gruyter GmbH & Co KG
Similar books
-
Integral Geometry and Tomography: Proceedings of the AMS-IMS-SIAM Joint Summer Research Conference, Held June 24-30, 1989, with Support from the...
By Eric Grinberg, Eric Todd QuintoIn Section 2 we will deal with the “discrete” case. Let S be a locally finite tree T endowed with the natural integer-valued distance function: the ...
-
Ordinary Differential Equations and Linear Algebra: A Systems Approach
By Todd Kapitula... for in this case [yp](s)=s[yp](s), [yp](s)=s2[yp](s). As we will see in the examples, this assumption also makes it possible to deal with the initial ...
-
Cognition and Intractability: A Guide to Classical and Parameterized Complexity Analysis
By Iris van Rooij, Mark Blokpoel, Johan Kwisthoutx,y∈S δ(x,y) is maximum. u(x) + ADDITIVE SUBSET CHOICE Input: A set X = {x1 ,x2 ... F Tractability cycle Test 8.2 How (Not) to Deal with Intractability 173.
-
Mymathlab -- Standalone Access Card
By Pearson Education, David P Pearson Education, Hall H Pearson EducationSeveral versions of Pearson's MyLab & Mastering products exist for each title, including customized versions for individual schools, and registrations are not transferable.
-
Mymathlab Student Acc Kit + Intro Alg Wrkshts
By Inc. Pearson EducationMymathlab Student Acc Kit + Intro Alg Wrkshts
-
Pearson Mathematics 7: H.P
By Pearson Education Australia StaffPearson Mathematics homework program for Year 7 provides tear-out sheets which correspond with student book sections, providing systematic and cumulative skills revision of basic skills and current class topics in the form of take-home ...
-
Worksheets for Classroom Or Lab Practice for Intermediate Algebra: Graphs & Models
By Addison-WesleyWorksheets for Classroom Or Lab Practice for Intermediate Algebra: Graphs & Models
-
Pearson Mathematics New South Wales 8 Student Book: Australian Curriculum
By Pearson Education Australia Staff, Gael McLeod, David CoffeyThe Student Book provides an easy-to-use 'nuts and bolts' book at each year level.
-
Matrix Iterative Analysis
By Richard S. Varga... partial differential equations have received a great deal of attention. For excellent bibliographical coverage, see Todd (1956), Richtmyer (1957), ...
-
Mathematical Modelling: Education, Engineering and Economics - ICTMA 12
By C Haines, P Galbraith, W BlumTodd, P. A., McKeen, .l. ... ANALYTICAL SUPPORT PROBLEM SOLVING Cognitive Perspectives on Modelling HOW DO STUDENTS AND TEACHERS DEAL Sodhi and Son 219 NOTE ...