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中图分类法:
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O4 版次： |
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著者:
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M orters, Peter. |
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题名:
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Brownian motion / / , |
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出版发行:
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出版地： Cambridge, UK ; 出版社： Cambridge University Press, 出版日期： c2010. |
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载体形态:
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xii, 403 p. : ill. ; 26 cm. |
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内容提要:
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"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."--BOOK JACKET. |
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主题词:
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Brownian motion processes. |
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主要责任者:
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Peres, Y. |
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主要责任者:
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Schramm, Oded. |
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主要责任者:
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Werner, Wendelin, |