Go to main content

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

Mörters, Peter, author.; Peres, Y. (Yuval), author.; Schramm, Oded, writer of supplementary textual content.; Werner, Wendelin, 1968- writer of supplementary textual content.
2010
QA274.75 .M67 2010eb
Available Online
Add to Basket

Linked Resource
https://emu.idm.oclc.org/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=320470

Title
Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.
Author
Mörters, Peter, author.
ISBN
9780511744273 (electronic bk.)
0511744277 (electronic bk.)
9780511743191 (ebook)
051174319X (ebook)
9780511749742 (electronic bk.)
0511749740 (electronic bk.)
9780511750489 (electronic bk.)
051175048X (electronic bk.)
9781107207769 (e-book)
1107207762
9780521760188 (hardback)
0521760186 (hardback)
9780511742125 (online)
0511742126
9780511748998 (online)
051174899X
9781139930789 (online)
1139930788
9781282631588 (online)
1282631586
Published
Cambridge ; New York : Cambridge University Press, [2010]
Language
English
Description
1 online resource (xii, 403 pages) : illustrations
Other Standard Identifiers
9786612631580
Call Number
QA274.75 .M67 2010eb
System Control No.
(OCoLC)638859632
Summary
Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.
Bibliography, etc. Note
Includes bibliographical references (pages 386-399) and index.
Formatted Contents Note
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.
Source of Description
Print version record.
Added Author
Peres, Y. (Yuval), author.
Schramm, Oded, writer of supplementary textual content.
Werner, Wendelin, 1968- writer of supplementary textual content.
Series
Cambridge series on statistical and probabilistic mathematics ; 30.
Available in Other Form
Print version: Mörters, Peter. Brownian motion. Cambridge, UK : Cambridge University Press, 2010
Linked Resources
https://emu.idm.oclc.org/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=320470
Record Appears in
Books > E-books
All Resources

Show more subjects...