Brownian Motion and its Applications to Mathematical Analysis : Ecole d'Ete de Probabilites de Saint-Flour XLIII - 2013, Paperback / softback Book

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

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

  • 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:
  • Category: Differential calculus & equations
  • ISBN: 9783319043937

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