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Brownian Motion, Obstacles and Random Media / by Alain-Sol Sznitman
(Springer Monographs in Mathematics. ISSN:21969922)
版 | 1st ed. 1998. |
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出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 1998 |
本文言語 | 英語 |
大きさ | XVI, 357 p. 16 illus : online resource |
著者標目 | *Sznitman, Alain-Sol author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Differential equations LCSH:Mathematical physics FREE:Probability Theory FREE:Differential Equations FREE:Theoretical, Mathematical and Computational Physics |
一般注記 | 1. The Feynman-Kac Formula and Semigroups -- 2. Some Potential Theory -- 3. Some Principal Eigenvalue Estimates -- 4. The Method of Enlargement of Obstacles -- 5. Lyapunov Exponents -- 6. Quenched Path Measure and Pinning Effect -- 7. Overview, further Results and Problems -- References This book is aimed at graduate students and researchers. It provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. This subject has a rich phenomenology which exhibits certain paradigms, emblematic of the theory of random media. It also brings into play diverse mathematical techniques such as stochastic processes, functional analysis, potential theory, first passage percolation. In a first part, the book presents, in a concrete manner, background material related to the Feynman-Kac formula, potential theory, and eigenvalue estimates. In a second part, it discusses recent developments including the method of enlargement of obstacles, Lyapunov coefficients, and the pinning effect. The book also includes an overview of known results and connections with other areas of random media HTTP:URL=https://doi.org/10.1007/978-3-662-11281-6 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783662112816 |
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EB00235116 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000110765 |
ISBN | 9783662112816 |
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