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Brownian motion /

Peres, Y.

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Brownian motion /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Brownian motion // Peter Morters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.
Author:	Morters, Peter.
other author:	Peres, Y.
Published:	Cambridge, UK :Cambridge University Press, : 2010.,
Description:	xii, 403 p. :ill. ;27 cm.
Subject:	Brownian motion processes. -
ISBN:	9780521760188 :

Brownian motion /
Morters, Peter.

Brownian motion /Peter Morters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner. - Cambridge, UK :Cambridge University Press,2010. - xii, 403 p. :ill. ;27 cm. - Cambridge series in statistical and probabilistic mathematics ;[30]. - Cambridge series on statistical and probabilistic mathematics ;30..

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

"This textbook offers a broad and deep exposition of Brownian motion. Extensively class tested, it leads the reader from the basics to the latest research in the area." "Starting with the construction of Brownian motion, the book then proceeds to sample path properties such as 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."--BOOK JACKET.

ISBN: 9780521760188 :US65.00Subjects--Topical Terms:

646794
Brownian motion processes.

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

Dewey Class. No.: 519

Brownian motion /
LDR:01807cam 2200217 a 4500 001 878213
003 OCoLC
005 20100904110729.0
008 100906s2010 enka b 001 0 eng d
020 $a 9780521760188 : $c US65.00
020 $a 0521760186
035 $a (OCoLC)466341039 $z (OCoLC)613190221
035 $a GO99T03009
040 $a BTCTA $b eng $c BTCTA $d YDXCP $d BWK $d CDX $d BWX $d NUI $d IXA $d HEBIS $d SNK $d NDHU
050 4 $a QA274.75 $b .M67 2010
082 4 $a 519
100 1 $a Morters, Peter. $3 1047287
245 1 0 $a Brownian motion / $c Peter Morters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner.
260 $a Cambridge, UK : $c 2010. $b Cambridge University Press,
300 $a xii, 403 p. : $b ill. ; $c 27 cm.
490 1 $a Cambridge series in statistical and probabilistic mathematics ; $v [30]
504 $a Includes bibliographical references (p. 386-399) and index.
520 1 $a "This textbook offers a broad and deep exposition of Brownian motion. Extensively class tested, it leads the reader from the basics to the latest research in the area." "Starting with the construction of Brownian motion, the book then proceeds to sample path properties such as 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."--BOOK JACKET.
650 0 $a Brownian motion processes. $3 646794
700 1 $a Peres, Y. $q (Yuval) $3 716807
700 1 $a Schramm, Oded. $3 1047886
700 1 $a Werner, Wendelin, $d 1968- $3 1005242
830 0 $a Cambridge series on statistical and probabilistic mathematics ; $v 30. $3 1047887