Brownian motion and its applications to mathematical analysis: École d'Été de Probabilités de Saint-Flour XLIII - 2013

These lecture notes provide an introduction to the applications of Brownian motion to analysis and, more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited model for a wide range of real random phenomena, from chaotic oscillations of microscopic objects, su...

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Bibliographische Detailangaben
1. Verfasser: Burdzy, Krzysztof 1957- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cham [u.a.] Springer 2014
Schriftenreihe:Lecture notes in mathematics 2106
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Online-Zugang:Volltext
Zusammenfassung:These lecture notes provide an introduction to the applications of Brownian motion to analysis and, more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited model for a wide range of real random phenomena, from chaotic oscillations of microscopic objects, such as flower pollen in water, to stock market fluctuations. It is also a purely abstract mathematical tool which can be used to prove theorems in "deterministic" fields of mathematics. The notes include a brief review of Brownian motion and a section on probabilistic proofs of classical theorems in analysis. The bulk of the notes are devoted to recent (post-1990) applications of stochastic analysis to Neumann eigenfunctions, Neumann heat kernel and the heat equation in time-dependent domains
Beschreibung:1 Online-Ressource (XII, 137 S.) Ill., graph. Darst.
ISBN:9783319043944
DOI:10.1007/978-3-319-04394-4

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