Brownian Motion is popular PDF and ePub book, written by Peter Mörters in 2010-03-25, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Brownian Motion can be Read Online from any device for your convenience.
Brownian Motion Book PDF Summary
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.
Detail Book of Brownian Motion PDF
- Author : Peter Mörters
- Release : 25 March 2010
- Publisher : Cambridge University Press
- ISBN : 9781139486576
- Genre : Mathematics
- Total Page : null pages
- Language : English
- PDF File Size : 9,7 Mb
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