Könyv Brownian Motion and its Applications to Mathematical Analysis Krzysztof Burdzy

Brownian Motion and its Applications to Mathematical Analysis

Ecole d'Ete de Probabilites de Saint-Flour XLIII - 2013

Szerző: Krzysztof Burdzy
Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
19 801 Ft
These lecture notes provide an introduction to the applications of Brownian motion to analysis and m...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2014
oldal
137
EAN
9783319043937
ISBN
3319043935
Enbook ID
05266900
Súly
244
Méretek
157 x 234 x 9

Teljes leírás

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.§

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