كتاب
Brownian motion and its applications to mathematical analysis: École d'Été de Probabilités de Saint-Flour XLIII - 2013
| العنوان: | Brownian motion and its applications to mathematical analysis: École d'Été de Probabilités de Saint-Flour XLIII - 2013 |
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| المؤلفون: | Burdzy, K. (Krzysztof), author. |
| المساهمون: | Ecole d'été de probabilités de Saint-Flour (43rd : 2013), Ecole d'été de probabilités de Saint-Flour (43rd : 2013 : Saint Flour, France) |
| سنة النشر: | 2014 |
| وصف مادي: | xii, 137 pages : illustrations ; 24 cm. |
| سلاسل: | Lecture notes in mathematics Lecture notes in mathematics (Springer-Verlag) |
| مصطلحات موضوعية: | Partielle Differentialgleichung., Mathematik., Beweis., Analysis., Brownsche Bewegung., Brownian motion processes., Mathematical analysis., Mouvement brownien, Processus de. |
| الوصف: | 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. |
| ملاحظة حول المحتويات: | Brownian motion -- Probabilistic proofs of classical theorems -- Overview of the "hot spots" problem -- Neumann eigenfunctions and eigenvalues -- Synchronous and mirror couplings -- Parabolic boundary Harnack principle -- Scaling coupling -- Nodal lines -- Neumann heat kernel monotonicity -- Reflected Brownian motion in time dependent domains. |
| Original Identifier: | ocn871306782 |
| نوع الوثيقة: | Book |
| اللغة: | English |
| ردمك: | 978-3-319-04393-7 978-3-319-04394-4 3-319-04393-5 3-319-04394-3 |
| حقوق: | This record is part of the Harvard Library Bibliographic Dataset, which is provided by the Harvard Library under its Bibliographic Dataset Use Terms and includes data made available by, among others, OCLC Online Computer Library Center, Inc. and the Library of Congress. |
| ملاحظات: | Includes bibliographical references (pages 133-137). |
| رقم الأكسشن: | edshlc.013950624.1 |
| قاعدة البيانات: | Harvard Library Bibliographic Dataset |
Full Text Finder | ردمك: | 9783319043937 9783319043944 3319043935 3319043943 |
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