---

＜電子ブック＞
Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / by Krzysztof Burdzy
(École d'Été de Probabilités de Saint-Flour ; 2106)

版	1st ed. 2014.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2014
本文言語	英語
大きさ	XII, 137 p. 16 illus., 4 illus. in color : online resource
著者標目	*Burdzy, Krzysztof author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Differential equations LCSH:Potential theory (Mathematics) FREE:Probability Theory FREE:Differential Equations FREE:Potential Theory
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/978-3-319-04394-4

 類似資料