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

By:

Mörters, Peter

Contributor(s):

Material type: Text

TextSeries: Cambridge series on statistical and probabilistic mathematics ; 30.Publication details: Cambridge ; New York : Cambridge University Press, ©2010.Description: 1 online resource (xii, 403 pages) : illustrationsContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9780511744273
0511744277
9780511743191
051174319X
9780511749742
0511749740
9780511750489
051175048X
9781107207769
1107207762

Subject(s): Genre/Form:

Electronic books.

Additional physical formats: Print version:: Brownian motion.DDC classification:

530.475

LOC classification:

QA274.75 .M67 2010eb

Other classification:

31.70
SK 820
MAT 607f

Online resources:

Click here to access online

Contents:

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.

Summary: Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.

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Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.