Brownian Motion ICM Edition (Cambridge Series in Statistical and Probabilistic Mathematics) - Softcover

Moerters, Peter; Peres, Yuval

Softcover

ISBN 10: 0521168848 ISBN 13: 9780521168847

Publisher: Cambridge University Press, 2010

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.

About this title

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).

Edition details

• Publisher: Cambridge University Press
• Publication date: 2010
• ISBN 10: 0521168848
• ISBN 13: 9780521168847
• Binding: Paperback
• Language: English