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The Resource Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII - 2013, Krzysztof Burdzy

Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII - 2013, Krzysztof Burdzy

Label
Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII - 2013
Title
Brownian motion and its applications to mathematical analysis
Title remainder
École d'Été de Probabilités de Saint-Flour XLIII - 2013
Statement of responsibility
Krzysztof Burdzy
Creator
Contributor
Author
Subject
Language
eng
Summary
These lecture notes provide an introduction to the applications of Brownian motion to analysis and, more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited model for a wide range of real random phenomena, from chaotic oscillations of microscopic objects, such as flower pollen in water, to stock market fluctuations. It is also a purely abstract mathematical tool which can be used to prove theorems in "deterministic" fields of mathematics. The notes include a brief review of Brownian motion and a section on probabilistic proofs of classical theorems in analysis. The bulk of the notes are devoted to recent (post-1990) applications of stochastic analysis to Neumann eigenfunctions, Neumann heat kernel and the heat equation in time-dependent domains
Member of
Cataloging source
UKMGB
http://library.link/vocab/creatorName
Burdzy, K.
Dewey number
519.233
Index
no index present
LC call number
QA3
LC item number
.L28 no.2106
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorDate
2013
http://library.link/vocab/relatedWorkOrContributorName
Ecole d'été de probabilités de Saint-Flour
Series statement
Lecture notes in mathematics,
Series volume
2106
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Mathematical analysis
  • Brownsche Bewegung
  • Analysis
  • Beweis
  • Mathematik
  • Partielle Differentialgleichung
  • Mouvement brownien, Processus de
Label
Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII - 2013, Krzysztof Burdzy
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references (pages 133-137)
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Contents
Brownian motion -- Probabilistic proofs of classical theorems -- Overview of the "hot spots" problem -- Neumann eigenfunctions and eigenvalues -- Synchronous and mirror couplings -- Parabolic boundary Harnack principle -- Scaling coupling -- Nodal lines -- Neumann heat kernel monotonicity -- Reflected Brownian motion in time dependent domains
Control code
871306782
Dimensions
24 cm
Extent
xii, 137 pages
Isbn
9783319043937
Isbn Type
(pbk.)
Lccn
2014931653
Media category
unmediated
Media MARC source
rdamedia.
Other physical details
illustrations
System control number
(OCoLC)871306782
Label
Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII - 2013, Krzysztof Burdzy
Publication
Copyright
Bibliography note
Includes bibliographical references (pages 133-137)
Carrier category
volume
Carrier MARC source
rdacarrier.
Content category
text
Content type MARC source
rdacontent.
Contents
Brownian motion -- Probabilistic proofs of classical theorems -- Overview of the "hot spots" problem -- Neumann eigenfunctions and eigenvalues -- Synchronous and mirror couplings -- Parabolic boundary Harnack principle -- Scaling coupling -- Nodal lines -- Neumann heat kernel monotonicity -- Reflected Brownian motion in time dependent domains
Control code
871306782
Dimensions
24 cm
Extent
xii, 137 pages
Isbn
9783319043937
Isbn Type
(pbk.)
Lccn
2014931653
Media category
unmediated
Media MARC source
rdamedia.
Other physical details
illustrations
System control number
(OCoLC)871306782

Library Locations

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