Description |
1 online resource (xii, 403 pages) : illustrations. |
Physical Medium |
polychrome |
Description |
text file |
Series |
Cambridge series in statistical and probabilistic mathematics ; [30]
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Cambridge series on statistical and probabilistic mathematics ; 30.
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Summary |
Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field. |
Bibliography |
Includes bibliographical references (pages 386-399) and index. |
Contents |
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. |
Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
Subject |
Brownian motion processes.
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Brownian motion processes. |
Genre/Form |
Electronic books.
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Added Author |
Peres, Y. (Yuval)
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Schramm, Oded.
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Werner, Wendelin, 1968-
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Other Form: |
Print version: Mörters, Peter. Brownian motion. Cambridge, UK : Cambridge University Press, 2010 9780521760188 (OCoLC)466341039 |
ISBN |
9780511744273 (electronic book) |
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0511744277 (electronic book) |
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9780511743191 (ebook) |
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051174319X (ebook) |
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9780511749742 (electronic book) |
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0511749740 (electronic book) |
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9780511750489 (electronic book) |
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051175048X (electronic book) |
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9780521760188 (hardback) |
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0521760186 (hardback) |
Standard No. |
9786612631580 |
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