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| 020 | _a9780521168847 | ||
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_aNISER LIBRARY _beng _cNISER LIBRARY |
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| 082 | 0 | 0 |
_a530.162 _bMOR-B |
| 100 | 1 | _aMörters, Peter | |
| 245 | 1 | 0 | _aBrownian motion |
| 260 |
_aCambridge: _bCambridge University Press, _c2010. |
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| 300 |
_axii, 403p. : _bill. ; _c26 cm. |
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| 490 | 0 |
_aCambridge series in statistical and probabilistic mathematics ; _vv [30] |
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| 504 | _aIncludes bibliographical references (p. 386-399) and index. | ||
| 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 | |
| 700 | 1 | _aSchramm, Oded. | |
| 700 | 1 | _aWerner, Wendelin, | |
| 856 | 4 | 1 |
_3Table of Contents _uhttps://assets.cambridge.org/97805217/60188/toc/9780521760188_toc.pdf |
| 856 | 4 | 1 |
_3Frontmatter _uhttps://assets.cambridge.org/97805217/60188/frontmatter/9780521760188_frontmatter.pdf |
| 856 | 4 | 1 |
_3Excerpt _uhttps://assets.cambridge.org/97805217/60188/excerpt/9780521760188_excerpt.pdf |
| 856 | 4 | 1 |
_3Index _uhttps://assets.cambridge.org/97805217/60188/index/9780521760188_index.pdf |
| 856 | 4 | 1 |
_3Reviews _uhttps://www.goodreads.com/book/show/7384574-brownian-motion?from_search=true&from_srp=true&qid=nyqdqDTmvA&rank=1#CommunityReviews |
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