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Mörters, Peter.

Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner. - Cambridge ; New York : Cambridge University Press, ©2010. - 1 online resource (xii, 403 pages) : illustrations - Cambridge series in statistical and probabilistic mathematics ; [30] . - Cambridge series on statistical and probabilistic mathematics ; 30. .

Includes bibliographical references (pages 386-399) and index.

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.

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

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 (hardback) (hardback)

Standard No.: 9786612631580

Source: 263158 MIL

LCCN:

Subjects--Topical Terms:
Brownian motion processes.
Processus de mouvement brownien.
SCIENCE--Physics--General.
SCIENCE--Mechanics--General.
SCIENCE--Energy.
Science.
Brownian motion processes.
Brownsche Bewegung
Brownse beweging.
Markov-processen.
Harmonische functies.
Hausdorff dimensie.
Random walks (statistiek)
Stochastische functies.
Potentiaaltheorie.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: QA274.75 / .M67 2010eb

Dewey Class. No.: 530.475