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Brownian motion /
Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
©2010.
|
| Colección: | Cambridge series on statistical and probabilistic mathematics ;
30. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Brownian motion as a random function
- Brownian motion as a strong Markov process
- Harmonic functions, transience and recurrence
- Hausdorff dimension : techniques and applications
- Brownian motion and random walk
- Brownian local time
- Stochastic integrals and applications
- Potential theory of Brownian motion
- Intersections and self-intersections of Brownian paths
- Exceptional sets for Brownian motion
- Stochastic Loewner evolution and planar Brownian motion.