Brownian Motion and its Applications to Mathematical Analysis École d'Été de Probabilités de Saint-Flour XLIII – 2013 /

• Main Author: Burdzy, Krzysztof (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: Lecture Notes in Mathematics, 2106
• Subjects: Mathematics.; Partial differential equations.; Potential theory (Mathematics).; Probabilities.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Potential Theory.

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...