The Resource Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII – 2013, by Krzysztof Burdzy

Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII – 2013, by Krzysztof Burdzy

Label
Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII – 2013
Title
Brownian Motion and its Applications to Mathematical Analysis
Title remainder
École d'Été de Probabilités de Saint-Flour XLIII – 2013
Statement of responsibility
by Krzysztof Burdzy
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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
Member of
http://library.link/vocab/creatorName
Burdzy, Krzysztof
Image bit depth
0
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
SpringerLink
Series statement
  • Lecture Notes in Mathematics,
  • École d'Été de Probabilités de Saint-Flour,
Series volume
2106.
http://library.link/vocab/subjectName
  • Mathematics
  • Differential equations, partial
  • Potential theory (Mathematics)
  • Distribution (Probability theory)
  • Mathematics
  • Probability Theory and Stochastic Processes
  • Partial Differential Equations
  • Potential Theory
Label
Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII – 2013, by Krzysztof Burdzy
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains
Dimensions
unknown
Extent
XII, 137 p. 16 illus., 4 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319043944
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-04394-4
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-04394-4
Label
Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII – 2013, by Krzysztof Burdzy
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the "hot spots" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains
Dimensions
unknown
Extent
XII, 137 p. 16 illus., 4 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319043944
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-04394-4
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-04394-4

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