Brownian Motion (Record no. 1827)

000 -LEADER
fixed length control field 02056nam a2200229Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241113162309.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180427s9999 xx 000 0 und d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521760188
040 ## - CATALOGING SOURCE
Original cataloging agency ICTS-TIFR
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274.75
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Peter Mörters
245 ## - TITLE STATEMENT
Title Brownian Motion
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. Cambridge University Press,
Date of publication, distribution, etc. [c2010]
Place of publication, distribution, etc. Cambridge, U.K.:
300 ## - Physical Description
Pages: 403 p.
490 ## - SERIES STATEMENT
Series statement Cambridge Series in Statistical and Probabilistic Mathematics
Volume/sequential designation 30
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1 - Brownian motion as a random function <br/>2 - Brownian motion as a strong Markov process<br/>3 - Harmonic functions, transience and recurrence <br/>4 - Hausdorff dimension: Techniques and applications <br/>5 - Brownian motion and random walk <br/>6 - Brownian local time <br/>7 - Stochastic integrals and applications <br/>8 - Potential theory of Brownian motion <br/>9 - Intersections and self-intersections of Brownian paths <br/>10 - Exceptional sets for Brownian motion
520 ## - SUMMARY, ETC.
Summary, etc. 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. --- summary provided by publisher
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Yuval Peres
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
          ICTS Rack No 5 04/16/2018 QA274.75 01096 Book