Brownian Motion and its Applications to Mathematical Analysis : Ecole d'Ete de Probabilites de Saint-Flour XLIII - 2013 Paperback / softback
Part of the Ecole d'Ete de Probabilites de Saint-Flour series
These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis.
Brownian motion is a well-suited model for a wide range of real random phenomena, from chaotic oscillations of microscopic objects, such as flower pollen in water, to stock market fluctuations.
It is also a purely abstract mathematical tool which can be used to prove theorems in "deterministic" fields of mathematics. The notes include a brief review of Brownian motion and a section on probabilistic proofs of classical theorems in analysis.
The bulk of the notes are devoted to recent (post-1990) applications of stochastic analysis to Neumann eigenfunctions, Neumann heat kernel and the heat equation in time-dependent domains.
- Format: Paperback / softback
- Pages: 137 pages, 4 Illustrations, color; 12 Illustrations, black and white; XII, 137 p. 16 illus., 4 illus
- Publisher: Springer International Publishing AG
- Publication Date: 08/02/2014
- Category: Differential calculus & equations
- ISBN: 9783319043937
- PDF from £27.19