Brownian Motion: 30 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 30) - Image 1

£66.49

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

Name: Brownian Motion: 30 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 30)
Brand: Cambridge University Press
Price: 69.88 GBP
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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

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521760186
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 25 March 2010
Listed Since: 10 September 2009

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

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