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Brownian Motion by Yuval Peres, Peter Morters (Hardback, 2010)
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By Peter Morters, Yuval Peres. Jean-Francois Le Gall, Universite Paris 11 (Paris-Sud, Orsay) 'Brownian Motion by Moerters and Peres, a modern and attractive account of one of the central topics of probability theory, will serve both as an accessible introduction at the level of a Masters course and as a work of reference for fine properties of Brownian paths.
- Buy It NowBrownian Motion by Peter Morters (English) Hardcover Book
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About this product
Product Information
This eagerly awaited textbook covers everything the graduate student in probability wants to kw 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 where 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.Product Identifiers
PublisherCambridge University Press
ISBN-100521760186
ISBN-139780521760188
eBay Product ID (ePID)96229131
Product Key Features
Number of Pages416 Pages
Publication NameBrownian Motion
LanguageEnglish
Publication Year2010
SubjectScience & Mathematics: Textbooks & Study Guides
TypeTextbook
AuthorPeter Mörters, Yuval Peres
Subject AreaScience, Mathematics
SeriesCambridge Series in Statistical and Probabilistic Mathematics Ser.
FormatHardback
Dimensions
Item Height0.9 in
Item Weight32.2 Oz
Item Length10 in
Item Width7 in
Height253mm
Width177mm
Weight940g
Additional Product Features
Date of Publication25/03/2010
Intended AudienceScholarly & Professional
Place of PublicationCambridge
Spine24mm
Series TitleCambridge Series in Statistical and Probabilistic Mathematics
Country of PublicationUnited Kingdom
GenreScience & Mathematics: Textbooks & Study Guides
Author BiographyPeter Morters is Professor of Probability and ESPRC Advanced Research Fellow at the University of Bath. His research on Brownian motion includes identification of the tail behaviour of intersection local times (with Konig), the multifractal structure of intersections (with Klenke), and the exact packing gauge of double points of three-dimensional Brownian motion (with Shieh). Yuval Peres is a Principal Researcher at Microsoft Research in Redmond, Washington. He is also an Adjunct Professor at the University of California, Berkeley and at the University of Washington. His research interests include most areas of probability theory, as well as parts of ergodic theory, game theory, and information theory.
Series Part/Volume NumberV. 30
Content Note33b/W Illus. 140 Exercises
