Brownian motion
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 differe...
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| Format: | E-Book |
| Sprache: | English |
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Cambridge
Cambridge University Press
2010
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| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics
30 |
| Online-Zugang: | Volltext |
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| 100 | 1 | |a Mörters, Peter | |
| 245 | 1 | 0 | |a Brownian motion |c Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2010 | |
| 300 | |a 1 Online-Ressource (xii, 403 Seiten) | ||
| 336 | |b txt | ||
| 337 | |b c | ||
| 338 | |b cr | ||
| 490 | 1 | |a Cambridge series on statistical and probabilistic mathematics |v 30 | |
| 520 | |a 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. | ||
| 700 | 1 | |a Peres, Y. | |
| 700 | 1 | |a Schramm, Oded | |
| 700 | 1 | |a Werner, Wendelin |d 1968- | |
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Datensatz im Suchindex
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| indexdate | 2024-12-18T12:04:30Z |
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| isbn | 9780511750489 |
| language | English |
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| physical | 1 Online-Ressource (xii, 403 Seiten) |
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| publishDate | 2010 |
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| publisher | Cambridge University Press |
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| series2 | Cambridge series on statistical and probabilistic mathematics |
| spelling | Mörters, Peter Brownian motion Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner Cambridge Cambridge University Press 2010 1 Online-Ressource (xii, 403 Seiten) txt c cr Cambridge series on statistical and probabilistic mathematics 30 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. Peres, Y. Schramm, Oded Werner, Wendelin 1968- Erscheint auch als Druck-Ausgabe 9780521760188 TUM01 ZDB-20-CTM TUM_PDA_CTM https://doi.org/10.1017/CBO9780511750489 Volltext |
| spellingShingle | Mörters, Peter Brownian motion |
| title | Brownian motion |
| title_auth | Brownian motion |
| title_exact_search | Brownian motion |
| title_full | Brownian motion Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner |
| title_fullStr | Brownian motion Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner |
| title_full_unstemmed | Brownian motion Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner |
| title_short | Brownian motion |
| title_sort | brownian motion |
| url | https://doi.org/10.1017/CBO9780511750489 |
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