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Brownian Motion

Name: Brownian Motion
Brand: Cambridge University Press
SKU: 9780521760188
Price: 9965.00 INR
Availability: InStock
ISBN: 9780521760188

Contributor(s): Mörters, Peter Author , Peres, Yuval Author Format: Hardback

Hardback · ISBN 9780521760188

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Key Specifications

ISBN	9780521760188
Publisher	Cambridge University Press
Publication date	August 2010
Language	English
MRP	£79.00 GBP
Page count	416
Item weight	207 g

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.

Brownian Motion

Key Specifications

Mörters, Peter Author

Peres, Yuval Author

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