Brownian Motion pdf epub mobi txt 電子書下載2025

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出版者:Cambridge University Press

作者:Peter Mörters

出品人:

頁數:416

译者:

出版時間:2010-3-25

價格:USD 76.00

裝幀:Hardcover

isbn號碼:9780521760188

叢書系列:Cambridge Series in Statistical and Probabilistic Mathematics

圖書標籤:

數學
金融
計算機科學
隨機過程
隨機Random
美國
分析
Statistics

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This eagerly awaited textbook covers everything the graduate student in probability wants to know 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 nowhere 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.