Contributions

  • Peres, Y. (Yuval) - Contributor
  • Schramm, Oded - Contributor
  • Werner, Wendelin, 1968- - Contributor

Publication

2010 - Cambridge University Press, Cambridge, UK, England

Language

English

Word Count

100,750 words, Guess

Page Count

403 pages

Identifiers

and 3 more

Classifications

  • LCCQA274.75 .M67 2010

Description

"This textbook offers a broad and deep exposition of Brownian motion. Extensively class tested, it leads the reader from the basics to the latest research in the area." "Starting with the construction of Brownian motion, the book then proceeds to sample path properties such as 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."--Jacket.

Subjects

Other Editions

  • Brownian motionCambridge University Press2010-01-01

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