Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy
Type de document : CongrèsCollection : Lecture notes in mathematics, 2106Langue : anglais.Pays: Swisse.Éditeur : Cham : Springer, cop. 2014Description : 1 vol. (XII-137 p.) : fig. ; 24 cmISBN: 9783319043937.ISSN: 0075-8434.Bibliographie : Bibliogr. p. 133-137.Sujet MSC : 60J65, Probability theory and stochastic processes - Markov processes, Brownian motion60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)
60G17, Probability theory and stochastic processes, Sample path properties
58J65, Global analysis, analysis on manifolds - PDEs on manifolds; differential operators, Diffusion processes and stochastic analysis on manifoldsEn-ligne : Sommaire | Zentralblatt
| Item type | Current library | Call number | Status | Date due | Barcode |
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Congrès
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CMI Salle 1 | Ecole STF (Browse shelf(Opens below)) | Available | 12283-01 |
Bibliogr. p. 133-137
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. (Source : Springer)
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