Format:
1 online resource (xii, 403 pages)
ISBN:
9780511750489
Series Statement:
Cambridge series on statistical and probabilistic mathematics 30
Content:
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like 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
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 978-0-521-76018-8
Additional Edition:
Erscheint auch als Druckausgabe ISBN 978-0-521-76018-8
Language:
English
Subjects:
Mathematics
Keywords:
Brownsche Bewegung
DOI:
10.1017/CBO9780511750489
URL:
Volltext
(URL des Erstveröffentlichers)
Author information:
Mörters, Peter
Author information:
Werner, Wendelin 1968-
Author information:
Peres, Yuval
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