Coverart for item
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
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
YDXCP
http://library.link/vocab/creatorName
Burdzy, K.
Dewey number
530.4/75
Illustrations
illustrations
Index
no index present
LC call number
QA274.75
LC item number
.B87 2014
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
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
  • Stochastic analysis
  • Brownian motion processes
  • Mathematical analysis
  • Stochastic analysis
Label
Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII - 2013, Krzysztof Burdzy
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 133-137)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains
Control code
874719092
Dimensions
unknown
Extent
1 online resource (xii, 137 pages)
Form of item
online
Isbn
9783319043944
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-04394-4
Other physical details
illustrations (some color).
Specific material designation
remote
System control number
(OCoLC)874719092
Label
Brownian motion and its applications to mathematical analysis : École d'Été de Probabilités de Saint-Flour XLIII - 2013, Krzysztof Burdzy
Publication
Bibliography note
Includes bibliographical references (pages 133-137)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains
Control code
874719092
Dimensions
unknown
Extent
1 online resource (xii, 137 pages)
Form of item
online
Isbn
9783319043944
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-04394-4
Other physical details
illustrations (some color).
Specific material designation
remote
System control number
(OCoLC)874719092

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