Del 2106 i serien Lecture Notes in Mathematics
Brownian Motion and its Applications to Mathematical Analysis
École d'Été de Probabilités de Saint-Flour XLIII – 2013
Häftad, Engelska, 2014
719 kr
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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.
Produktinformation
- Utgivningsdatum2014-02-20
- Mått155 x 235 x 9 mm
- Vikt244 g
- FormatHäftad
- SpråkEngelska
- SerieLecture Notes in Mathematics
- Antal sidor137
- FörlagSpringer International Publishing AG
- ISBN9783319043937
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