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
发表于2024-11-22
Brownian Motion pdf epub mobi txt 電子書 下載 2024
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.
為什麼沒人安利這本書。從內容的深度,廣度,這本書都是一本極好的講授布朗運動的書。不同於Durrett的概率,這本書更接近於GTM113 或者GTM274。書中講授瞭sample path的性質,與調和函數和PDE的聯係,隨機積分甚至SLE。而SLE是今年Wolf奬獲得者Lawler的一大貢獻。
評分Brownian Motion
評分Brownian Motion
評分Brownian Motion
評分為什麼沒人安利這本書。從內容的深度,廣度,這本書都是一本極好的講授布朗運動的書。不同於Durrett的概率,這本書更接近於GTM113 或者GTM274。書中講授瞭sample path的性質,與調和函數和PDE的聯係,隨機積分甚至SLE。而SLE是今年Wolf奬獲得者Lawler的一大貢獻。
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評分
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Brownian Motion pdf epub mobi txt 電子書 下載 2024