Peter Mörters: Brownian Motion | Buch

Cover: 9780521760188 | Brownian Motion | Peter Mörters (u. a.) | Buch | Englisch | 2016

Rückseite: 9780521760188 | Brownian Motion | Peter Mörters (u. a.) | Buch | Englisch | 2016

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Sprache: Englisch

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Beschreibung

Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.

Über den Autor

Peter Mörters is Professor of Probability and ESPRC Advanced Research Fellow at the University of Bath. His research on Brownian motion includes identification of the tail behaviour of intersection local times (with König), the multifractal structure of intersections (with Klenke), and the exact packing gauge of double points of three-dimensional Brownian motion (with Shieh).

Inhaltsverzeichnis

Preface; Frequently used notation; Motivation; 1. Brownian motion as a random function; 2. Brownian motion as a strong Markov process; 3. Harmonic functions, transience and recurrence; 4. Hausdorff dimension: techniques and applications; 5. Brownian motion and random walk; 6. Brownian local time; 7. Stochastic integrals and applications; 8. Potential theory of Brownian motion; 9. Intersections and self-intersections of Brownian paths; 10. Exceptional sets for Brownian motion; Appendix A. Further developments: 11. Stochastic Loewner evolution and its applications to planar Brownian motion; Appendix B. Background and prerequisites; Hints and solutions for selected exercises; References; Index.

Erscheinungsjahr:	2016
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
ISBN-13:	9780521760188
ISBN-10:	0521760186
Sprache:	Englisch
Einband:	Gebunden
Autor:	Mörters, Peter Peres, Yuval
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	260 x 183 x 27 mm
Von/Mit:	Peter Mörters (u. a.)
Erscheinungsdatum:	04.01.2016
Gewicht:	0,974 kg