| 期刊全称 | Brownian Motion and its Applications to Mathematical Analysis | | 期刊简称 | École d‘Été de Proba | | 影响因子2023 | Krzysztof Burdzy | | 视频video | | | 发行地址 | Contains interesting examples of couplings.Gentle introduction to Brownian motion and analysis.Heuristic explanations of the main results | | 学科分类 | Lecture Notes in Mathematics | | 图书封面 |  | | 影响因子 | .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.. | | Pindex | Book 2014 |
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发表于 2025-3-21 19:31:13
