Coverart for item
The Resource Brownian motion, Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner

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

Label
Brownian motion
Title
Brownian motion
Statement of responsibility
Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Creator
Contributor
Subject
Language
eng
Summary
"This textbook offers a broad and deep exposition of Brownian motion. Extensively class tested, it leads the reader from the basics to the latest research in the area." "Starting with the construction of Brownian motion, the book then proceeds to sample path properties such as 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."--Jacket
Member of
Cataloging source
BTCTA
http://library.link/vocab/creatorName
Mörters, Peter
Dewey number
519
Illustrations
illustrations
Index
no index present
LC call number
QA274.75
LC item number
.M67 2010
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1968-
http://library.link/vocab/relatedWorkOrContributorName
  • Peres, Y.
  • Schramm, Oded
  • Werner, Wendelin
Series statement
Cambridge series in statistical and probabilistic mathematics
Series volume
[30]
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Brownsche Bewegung
Label
Brownian motion, Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 386-399) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Potential theory of Brownian motion
  • Intersections and self-intersections of Brownian paths
  • Exceptional sets for Brownian motion
  • Appendix A:
  • Stochastic Loewner and planar Brownian motion
  • Appendix B:
  • Background and prerequisites
  • Preface -- Frequently used notation -- Motivation
  • 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
Control code
466341039
Dimensions
26 cm
Extent
xii, 403 pages
Isbn
9780521760188
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)466341039
Label
Brownian motion, Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Publication
Bibliography note
Includes bibliographical references (pages 386-399) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Potential theory of Brownian motion
  • Intersections and self-intersections of Brownian paths
  • Exceptional sets for Brownian motion
  • Appendix A:
  • Stochastic Loewner and planar Brownian motion
  • Appendix B:
  • Background and prerequisites
  • Preface -- Frequently used notation -- Motivation
  • 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
Control code
466341039
Dimensions
26 cm
Extent
xii, 403 pages
Isbn
9780521760188
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)466341039

Library Locations

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      38.944491 -92.326012
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