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Published by Lionsgate, 2012
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Published by Criterion 2003-11-11 00:00:00, 2003
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Published by Cambridge University Press, 2010
ISBN 10: 0521168848 ISBN 13: 9780521168847
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Published by Verlag der Buchhandlung Walther Konig 2023-11-01, 2023
ISBN 10: 3753305340 ISBN 13: 9783753305349
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Published by Cambridge University Press, 2010
ISBN 10: 0521760186 ISBN 13: 9780521760188
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First Edition
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Add to basketHardback. Condition: New. 1st. This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.