Brownian motion /

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Bibliographic Details
Author / Creator:Mörters, Peter.
Imprint:Cambridge, UK ; New York : Cambridge University Press, c2010.
Description:xii, 403 p. : ill. ; 26 cm.
Language:English
Series:Cambridge series in statistical and probabilistic mathematics ; [30]
Cambridge series on statistical and probabilistic mathematics ; 30.
Subject:Brownian motion processes.
Brownsche Bewegung.
Brownse beweging
Markov-processen.
Harmonische functies
Hausdorff dimensie
Random walks (statistiek)
Stochastische functies
Potentiaaltheorie
Brownian motion processes.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/7998895
Hidden Bibliographic Details
Other authors / contributors:Peres, Y. (Yuval)
Schramm, Oded.
Werner, Wendelin, 1968-
ISBN:9780521760188 (Hardback)
0521760186
Notes:Includes bibliographical references (p. 386-399) and index.
Summary:"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."--BOOK JACKET.

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Call Number: QA274.75 .M67 2010
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