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

• Κύριος συγγραφέας: Burdzy, Krzysztof (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Σειρά: Lecture Notes in Mathematics, 2106
• Θέματα: 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...