Brownian Motion and its Applications to Mathematical Analysis: École d'Été de Probabilités de Saint-Flour XLIII – 2013 (Lecture Notes in Mathematics #2106)
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- Synopsis
- These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited model for a wide range of real random phenomena, from chaotic oscillations of microscopic objects, such as flower pollen in water, to stock market fluctuations. It is also a purely abstract mathematical tool which can be used to prove theorems in "deterministic" fields of mathematics. The notes include a brief review of Brownian motion and a section on probabilistic proofs of classical theorems in analysis. The bulk of the notes are devoted to recent (post-1990) applications of stochastic analysis to Neumann eigenfunctions, Neumann heat kernel and the heat equation in time-dependent domains.
- Copyright:
- 2014
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783319043944
- Related ISBNs:
- 9783319043937
- Publisher:
- Springer International Publishing, Cham
- Date of Addition:
- 08/01/18
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Entertainment, Nonfiction, Art and Architecture, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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