Brownian Motion 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Peter Mörters 作者

Cambridge University Press

译者

2010-3-25 出版日期

416 页数

USD 76.00 价格

Hardcover

Cambridge Series in Statistical and Probabilistic Mathematics 丛书系列

9780521760188 图书编码

Brownian Motion 在线电子书图书标签: 数学金融计算机科学随机过程随机Random 美国分析 Statistics

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Brownian Motion 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.

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