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Bestseller
BestsellerE-book
Author Mörters, Peter.

Title Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.

Publication Info. Cambridge ; New York : Cambridge University Press, [2010]
©2010

Item Status

Description 1 online resource (xii, 403 pages) : illustrations.
Physical Medium polychrome
Description text file
Series Cambridge series in statistical and probabilistic mathematics ; [30]
Cambridge series on statistical and probabilistic mathematics ; 30.
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.
Brownian motion processes.
Genre/Form Electronic books.
Added Author Peres, Y. (Yuval)
Schramm, Oded.
Werner, Wendelin, 1968-
Other Form: Print version: Mörters, Peter. Brownian motion. Cambridge, UK : Cambridge University Press, 2010 9780521760188 (OCoLC)466341039
ISBN 9780511744273 (electronic book)
0511744277 (electronic book)
9780511743191 (ebook)
051174319X (ebook)
9780511749742 (electronic book)
0511749740 (electronic book)
9780511750489 (electronic book)
051175048X (electronic book)
9780521760188 (hardback)
0521760186 (hardback)
Standard No. 9786612631580