Titolo: Brownian Motion (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 30)
Editore: Cambridge University Press
Data di pubblicazione: 2010
Lingua: Inglese
ISBN 10: 0521760186
ISBN 13: 9780521760188
Rilegatura: Rilegato
Condizione: New

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Riassunto

Everything the graduate student in probability wants to know about Brownian motion, including the latest research in the field.

Informazioni sugli autori

Peter M�rters is Professor of Probability and ESPRC Advanced Research Fellow at the University of Bath. His research on Brownian motion includes identification of the tail behaviour of intersection local times (with K�nig), the multifractal structure of intersections (with Klenke), and the exact packing gauge of double points of three-dimensional Brownian motion (with Shieh).

Yuval Peres is a Principal Researcher at Microsoft Research in Redmond, Washington. He is also an Adjunct Professor at the University of California, Berkeley and at the University of Washington. His research interests include most areas of probability theory, as well as parts of ergodic theory, game theory, and information theory.

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