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

Krzysztof Burdzy

ISBN 10: 3319043935 / ISBN 13: 9783319043937

Verlag: Springer International Publishing, 2014

Beschreibung

Druck auf Anfrage Neuware - Printed after ordering - 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.

Bestandsnummer des Verkäufers 9783319043937

Bibliografische Details

• Titel: Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII ¿ 2013
• Verlag: Springer International Publishing
• Veröffentlichungsdatum: 2014
• Sprache: Englisch
• ISBN-10: 3319043935
• ISBN-13: 9783319043937
• Bindung: Taschenbuch
• Zustand: Neu

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.