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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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cham [u.a.]
Springer
2014
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Schriftenreihe: | Lecture notes in mathematics
2106 |
Schlagworte: | |
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 |
Internformat
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490 | 1 | |a Lecture notes in mathematics |v 2106 | |
520 | 1 | |a 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 | |
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Datensatz im Suchindex
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any_adam_object | |
author | Burdzy, Krzysztof 1957- |
author_GND | (DE-588)171653513 |
author_facet | Burdzy, Krzysztof 1957- |
author_role | aut |
author_sort | Burdzy, Krzysztof 1957- |
author_variant | k b kb |
building | Verbundindex |
bvnumber | BV041740216 |
classification_rvk | SI 850 SK 920 |
classification_tum | MAT 000 MAT 607f MAT 606f |
collection | ZDB-2-LNM ZDB-2-SMA |
ctrlnum | (OCoLC)871586734 (DE-599)BVBBV041740216 |
dewey-full | 519.2 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
dewey-sort | 3519.2 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-319-04394-4 |
format | Electronic eBook |
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indexdate | 2024-07-10T01:04:12Z |
institution | BVB |
isbn | 9783319043944 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027186828 |
oclc_num | 871586734 |
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spelling | Burdzy, Krzysztof 1957- Verfasser (DE-588)171653513 aut Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 Krzysztof Burdzy Cham [u.a.] Springer 2014 1 Online-Ressource (XII, 137 S.) Ill., graph. Darst. txt rdacontent c rdamedia cr rdacarrier Lecture notes in mathematics 2106 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 Beweis (DE-588)4132532-1 gnd rswk-swf Analysis (DE-588)4001865-9 gnd rswk-swf Mathematik (DE-588)4037944-9 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Partielle Differentialgleichung (DE-588)4044779-0 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s Analysis (DE-588)4001865-9 s Beweis (DE-588)4132532-1 s Mathematik (DE-588)4037944-9 s Partielle Differentialgleichung (DE-588)4044779-0 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Paperback 978-3-319-04393-7 Lecture notes in mathematics 2106 (DE-604)BV014303148 2106 https://doi.org/10.1007/978-3-319-04394-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Burdzy, Krzysztof 1957- Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 Lecture notes in mathematics Beweis (DE-588)4132532-1 gnd Analysis (DE-588)4001865-9 gnd Mathematik (DE-588)4037944-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Partielle Differentialgleichung (DE-588)4044779-0 gnd |
subject_GND | (DE-588)4132532-1 (DE-588)4001865-9 (DE-588)4037944-9 (DE-588)4128328-4 (DE-588)4044779-0 |
title | Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 |
title_auth | Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 |
title_exact_search | Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 |
title_full | Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 Krzysztof Burdzy |
title_fullStr | Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 Krzysztof Burdzy |
title_full_unstemmed | Brownian motion and its applications to mathematical analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 Krzysztof Burdzy |
title_short | Brownian motion and its applications to mathematical analysis |
title_sort | brownian motion and its applications to mathematical analysis ecole d ete de probabilites de saint flour xliii 2013 |
title_sub | École d'Été de Probabilités de Saint-Flour XLIII - 2013 |
topic | Beweis (DE-588)4132532-1 gnd Analysis (DE-588)4001865-9 gnd Mathematik (DE-588)4037944-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Partielle Differentialgleichung (DE-588)4044779-0 gnd |
topic_facet | Beweis Analysis Mathematik Brownsche Bewegung Partielle Differentialgleichung |
url | https://doi.org/10.1007/978-3-319-04394-4 |
volume_link | (DE-604)BV014303148 |
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