期刊全稱 | Brownian Motion and its Applications to Mathematical Analysis | 期刊簡稱 | école d‘été de Proba | 影響因子2023 | Krzysztof Burdzy | 視頻video | http://file.papertrans.cn/192/191324/191324.mp4 | 發(fā)行地址 | Contains interesting examples of couplings.Gentle introduction to Brownian motion and analysis.Heuristic explanations of the main results | 學(xué)科分類 | Lecture Notes in Mathematics | 圖書封面 |  | 影響因子 | .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.. | Pindex | Book 2014 |
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