Brownian Motion and its Applications to Mathematical Analysis

Description: Brownian Motion and its Applications to Mathematical Analysis Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Ecole d'Ete de Probabilites de Saint-Flour XLIII - 2013 Author(s): Krzysztof Burdzy Format: Paperback Publisher: Springer International Publishing AG, Switzerland Imprint: Springer International Publishing AG ISBN-13: 9783319043937, 978-3319043937 Synopsis 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.

Price: 38.07 GBP

Location: Aldershot

End Time: 2025-01-12T09:06:59.000Z

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