| 000 | 02288nam a22003498a 4500 | ||
|---|---|---|---|
| 001 | CR9780511750489 | ||
| 003 | UkCbUP | ||
| 005 | 20180107143412.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 100412s2010||||enk s ||1 0|eng|d | ||
| 020 | _a9780511750489 (ebook) | ||
| 020 | _z9780521760188 (hardback) | ||
| 040 |
_aUkCbUP _cUkCbUP _erda |
||
| 050 | 0 | 0 |
_aQA274.75 _b.M67 2010 |
| 082 | 0 | 0 |
_a530.4/75 _222 |
| 100 | 1 |
_aMörters, Peter, _eauthor. |
|
| 245 | 1 | 0 |
_aBrownian Motion / [electronic resource] _cPeter Mörters, Yuval Peres. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2010. |
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| 300 |
_a1 online resource (416 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 0 |
_aCambridge Series in Statistical and Probabilistic Mathematics ; _vno. 30 |
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| 500 | _aTitle from publisher's bibliographic system (viewed on 09 Oct 2015). | ||
| 520 | _aThis 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. | ||
| 650 | 0 | _aBrownian motion processes | |
| 700 | 1 |
_aPeres, Yuval, _eauthor. |
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| 776 | 0 | 8 |
_iPrint version: _z9780521760188 |
| 830 | 0 |
_aCambridge Series in Statistical and Probabilistic Mathematics ; _vno. 30. |
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| 856 | 4 | 0 |
_uhttp://dx.doi.org/10.1017/CBO9780511750489 _zCambridge Books Online |
| 999 |
_c236499 _d236499 |
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