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E-book
Author Mörters, Peter.

Title Brownian motion / Peter Mörters and Yuval Peres ; with an appendix by Oded Schramm and Wendelin Werner
Published Cambridge ; New York : Cambridge University Press, [2010]
©2010
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Description 1 online resource (xii, 403 pages) : illustrations
Series Cambridge series in statistical and probabilistic mathematics ; [30]
Cambridge series on statistical and probabilistic mathematics ; 30
Contents Brownian motion as a random function -- Brownian motion as a strong Markov process -- Harmonic functions, transience and recurrence -- Hausdorff dimension : techniques and applications -- Brownian motion and random walk -- Brownian local time -- Stochastic integrals and applications -- Potential theory of Brownian motion -- Intersections and self-intersections of Brownian paths -- Exceptional sets for Brownian motion -- Stochastic Loewner evolution and planar Brownian motion
Summary Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field
Bibliography Includes bibliographical references (pages 386-399) and index
Notes Print version record
Subject Brownian motion processes.
Form Electronic book
Author Peres, Y. (Yuval)
Schramm, Oded.
Werner, Wendelin, 1968-
ISBN 051174319X (ebook)
0511744277 (electronic bk.)
0511749740 (electronic bk.)
051175048X (electronic bk.)
9780511743191 (ebook)
9780511744273 (electronic bk.)
9780511749742 (electronic bk.)
9780511750489 (electronic bk.)
(hardback)
(hardback)