Brownian Motion ICM Edition (Cambridge Series in Statistical and Probabilistic Mathematics) - Softcover
Synopsis
This textbook covers all the essential elements of the theory of Brownian motion, a core area of probability theory, as well as the most recent research. Starting with the construction of Brownian motion, it proceeds to sample path properties like continuity and nowhere differentiability.
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Book Description
This eagerly awaited graduate-level textbook covers all the essential elements of the theory of Brownian motion, a core area of probability theory, as well as the most recent research. The authors' focus on sample path properties presents a unique and modern point of view.
About the Author
Peter Mörters is Professor of Probability and ESPRC Advanced Research Fellow at the University of Bath. His research on Brownian motion includes identification of the tail behaviour of intersection local times (with König), the multifractal structure of intersections (with Klenke), and the exact packing gauge of double points of three-dimensional Brownian motion (with Shieh).
"About this title" may belong to another edition of this title.
