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...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2010
|
| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics
30 |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xii, 403 pages) |
| ISBN: | 9780511750489 |
| DOI: | 10.1017/CBO9780511750489 |
Internformat
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| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 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 | ||
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Datensatz im Suchindex
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| author | Mörters, Peter Peres, Yuval |
| author_GND | (DE-588)115740619 (DE-588)121404420 (DE-588)1015276601 (DE-588)1026762294 |
| author_facet | Mörters, Peter Peres, Yuval |
| author_role | aut aut |
| author_sort | Mörters, Peter |
| author_variant | p m pm y p yp |
| building | Verbundindex |
| bvnumber | BV043940530 |
| classification_rvk | SK 820 |
| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9780511750489 (OCoLC)839028835 (DE-599)BVBBV043940530 |
| dewey-full | 530.4/75 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 530 - Physics |
| dewey-raw | 530.4/75 |
| dewey-search | 530.4/75 |
| dewey-sort | 3530.4 275 |
| dewey-tens | 530 - Physics |
| discipline | Physik Mathematik |
| doi_str_mv | 10.1017/CBO9780511750489 |
| format | Electronic eBook |
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| id | DE-604.BV043940530 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:13Z |
| institution | BVB |
| isbn | 9780511750489 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349500 |
| oclc_num | 839028835 |
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| physical | 1 online resource (xii, 403 pages) |
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| publishDate | 2010 |
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| publisher | Cambridge University Press |
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| series | Cambridge series on statistical and probabilistic mathematics |
| series2 | Cambridge series on statistical and probabilistic mathematics |
| spelling | Mörters, Peter (DE-588)115740619 aut Brownian motion Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner Cambridge Cambridge University Press 2010 1 online resource (xii, 403 pages) txt rdacontent c rdamedia cr rdacarrier Cambridge series on statistical and probabilistic mathematics 30 Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Brownian motion processes Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s 1\p DE-604 Peres, Yuval (DE-588)121404420 aut Schramm, Oded 1961-2008 (DE-588)1015276601 oth Werner, Wendelin 1968- (DE-588)1026762294 oth Erscheint auch als Druck-Ausgabe 978-0-521-76018-8 Erscheint auch als Druckausgabe 978-0-521-76018-8 Cambridge series on statistical and probabilistic mathematics 30 (DE-604)BV041460443 30 https://doi.org/10.1017/CBO9780511750489 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Mörters, Peter Peres, Yuval Brownian motion Cambridge series on statistical and probabilistic mathematics Brownian motion processes Brownsche Bewegung (DE-588)4128328-4 gnd |
| subject_GND | (DE-588)4128328-4 |
| 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 |
| topic | Brownian motion processes Brownsche Bewegung (DE-588)4128328-4 gnd |
| topic_facet | Brownian motion processes Brownsche Bewegung |
| url | https://doi.org/10.1017/CBO9780511750489 |
| volume_link | (DE-604)BV041460443 |
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