Brownian motion and its applications to mathematical analysis [electronic resource] : École d'Été de Probabilités de Saint-Flour XLIII - 2013 / Krzysztof Burdzy.
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, su...
Uniform Title: | Lecture notes in mathematics (Springer-Verlag) ;
2106. 0075-8434 |
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Main Author: | |
Corporate Author: | |
Language: | English |
Published: |
Cham ; New York :
Springer,
[2014]
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Series: | Lecture notes in mathematics (Springer-Verlag) ;
2106. |
Subjects: | |
Online Access: | |
Format: | Electronic Conference Proceeding eBook |
Summary: |
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.-- Source other than the Library of Congress. |
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Bibliography Note: | Includes bibliographical references (pages 133-137). |
ISBN: | 9783319043944 (online) |
ISSN: | 0075-8434 ; |