发表于2024-12-23
Brownian Motion 2024 pdf epub mobi 电子书
图书标签: 数学 金融 计算机科学 随机过程 随机Random 美国 分析 Statistics
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.
Brownian Motion
评分Brownian Motion
评分Brownian Motion
评分为什么没人安利这本书。从内容的深度,广度,这本书都是一本极好的讲授布朗运动的书。不同于Durrett的概率,这本书更接近于GTM113 或者GTM274。书中讲授了sample path的性质,与调和函数和PDE的联系,随机积分甚至SLE。而SLE是今年Wolf奖获得者Lawler的一大贡献。
评分Brownian Motion
Brownian Motion 2024 pdf epub mobi 电子书