Brownian Motion (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 30)

Mörters, Peter; Peres, Yuval

ISBN 10: 0521760186 / ISBN 13: 9780521760188

Editore: Cambridge University Press, 2010

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Codice articolo I-9780521760188

Dati bibliografici

• 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

Descrizione articolo

Riassunto

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

Informazioni sugli autori

Peter Mörters 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 König), 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.