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Brownian Motion (Cambridge Series in Statistical and Probabilistic Mathematics)
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Brownian Motion (Cambridge Series in Statistical and Probabilistic Mathematics) Hardcover - 2010

by Morters


From the publisher

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.

Details

  • Title Brownian Motion (Cambridge Series in Statistical and Probabilistic Mathematics)
  • Author Morters
  • Binding Hardcover
  • Edition INTERNATIONAL ED
  • Pages 416
  • Language ENG
  • Publisher Cambridge University Press, India
  • Date 2010-03
  • ISBN 9780521760188
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