000 02243nam a22003377a 4500
001 sulb-eb0016537
003 BD-SySUS
005 20160405140613.0
008 100412s2010||||enk o ||1 0|eng|d
020 _a9780511750489 (ebook)
020 _z9780521760188 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
_dBD-SySUS.
050 0 0 _aQA274.75
_b.M67 2010
082 0 0 _a530.4/75
_222
100 1 _aMörters, Peter,
_eauthor.
245 1 0 _aBrownian Motion /
_cPeter Mörters, Yuval Peres.
264 1 _aCambridge :
_bCambridge University Press,
_c2010.
300 _a1 online resource (416 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 0 _aCambridge Series in Statistical and Probabilistic Mathematics ;
_v30
500 _aTitle from publisher's bibliographic system (viewed on 04 Apr 2016).
520 _aThis 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.
650 0 _aBrownian motion processes
700 1 _aPeres, Yuval,
_eauthor.
776 0 8 _iPrint version:
_z9780521760188
830 0 _aCambridge Series in Statistical and Probabilistic Mathematics ;
_v30.
856 4 0 _uhttp://dx.doi.org/10.1017/CBO9780511750489
942 _2Dewey Decimal Classification
_ceBooks
999 _c37975
_d37975