{"product_id":"brownian-motion-hardback-9780521760188","title":"Brownian Motion (Hardback) 9780521760188","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eBrownian Motion\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eEverything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003ePeter Mörters (Author), Yuval Peres (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780521760188, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 25 March 2010\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e416 pages, 33 b\/w illus.  140 exercises\u003cbr\u003e25.4 x 17.8 x 2.4 cm, 0.91 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'The book is, in fact, currently used as a reading course for Ph.D. students in Uppsala. A short informal check tells me that they like it. It is thorough and rigorous, yet intuitive, they enjoy the focus on sample path and geometric properties of Brownian motion … They also appreciate that it is written with enthusiasm for Brownian motion as a beautiful and fascinating object in its own right (and so do I), yet still highlighting its central role in so many other contexts.' Allan Gurr, Uppsala University\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThis 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e Frequently used notation\u003cbr\u003e Motivation\u003cbr\u003e 1. Brownian motion as a random function\u003cbr\u003e 2. Brownian motion as a strong Markov process\u003cbr\u003e 3. Harmonic functions, transience and recurrence\u003cbr\u003e 4. Hausdorff dimension: techniques and applications\u003cbr\u003e 5. Brownian motion and random walk\u003cbr\u003e 6. Brownian local time\u003cbr\u003e 7. Stochastic integrals and applications\u003cbr\u003e 8. Potential theory of Brownian motion\u003cbr\u003e 9. Intersections and self-intersections of Brownian paths\u003cbr\u003e 10. Exceptional sets for Brownian motion\u003cbr\u003e Appendix A. Further developments: 11. Stochastic Loewner evolution and its applications to planar Brownian motion\u003cbr\u003e Appendix B. Background and prerequisites\u003cbr\u003e Hints and solutions for selected exercises\u003cbr\u003e References\u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46002711855384,"sku":"9780521760188","price":78.25,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780521760188i_00002f96-a1f9-4908-8663-db0826d14d50.jpg?v=1691380789","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/brownian-motion-hardback-9780521760188","provider":"Freshly Printed Books","version":"1.0","type":"link"}