£71.57

Cambridge University Press Brownian Motion: 30 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 30)

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£74.59 £65.68 £67.62 £69.57 £71.51 £73.46 £75.40 28 April 2026 18 May 2026 07 June 2026 27 June 2026 17 July 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
25 March 2010
Listed Since
10 September 2009

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