| Description |
1 online resource (xii, 403 pages) : illustrations |
| Series |
Cambridge series in statistical and probabilistic mathematics ; [30] |
|
Cambridge series on statistical and probabilistic mathematics ; 30
|
| Contents |
Brownian motion as a random function -- Brownian motion as a strong Markov process -- Harmonic functions, transience and recurrence -- Hausdorff dimension : techniques and applications -- Brownian motion and random walk -- Brownian local time -- Stochastic integrals and applications -- Potential theory of Brownian motion -- Intersections and self-intersections of Brownian paths -- Exceptional sets for Brownian motion -- Stochastic Loewner evolution and planar Brownian motion |
| Summary |
Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field |
| Bibliography |
Includes bibliographical references (pages 386-399) and index |
| Notes |
Print version record |
| Subject |
Brownian motion processes.
|
| Form |
Electronic book
|
| Author |
Peres, Y. (Yuval)
|
|
Schramm, Oded.
|
|
Werner, Wendelin, 1968-
|
| ISBN |
051174319X (ebook) |
|
0511744277 (electronic bk.) |
|
0511749740 (electronic bk.) |
|
051175048X (electronic bk.) |
|
9780511743191 (ebook) |
|
9780511744273 (electronic bk.) |
|
9780511749742 (electronic bk.) |
|
9780511750489 (electronic bk.) |
|
(hardback) |
|
(hardback) |
|
