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Brownian Motion and its Applications to Mathematical Analysis
- Ecole d'Ete de Probabilites de Saint-Flour XLIII – 2013
Engelsk Paperback
Brownian Motion and its Applications to Mathematical Analysis
- Ecole d'Ete de Probabilites de Saint-Flour XLIII – 2013
Engelsk Paperback

478 kr
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Om denne bog

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.

Product detaljer
Sprog:
Engelsk
Sider:
137
ISBN-13:
9783319043937
Indbinding:
Paperback
Udgave:
ISBN-10:
3319043935
Udg. Dato:
20 feb 2014
Længde:
9mm
Bredde:
157mm
Højde:
234mm
Forlag:
Springer International Publishing AG
Oplagsdato:
20 feb 2014
Forfatter(e):
Kategori sammenhænge