Brownian Motion and its Applications to Mathematical Analysis : Ecole d'Ete de Probabilites de Saint-Flour XLIII – 2013 Paperback / softback
by Krzysztof Burdzy
Part of the Ecole d'Ete de Probabilites de Saint-Flour series
Paperback / softback
Description
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- 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:20/02/2014
- Category:
- ISBN:9783319043937
Other Formats
- PDF from £38.24
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- 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:20/02/2014
- Category:
- ISBN:9783319043937
