Brownian Motion and its Applications to Mathematical Analysis École d'Été de Probabilités de Saint-Flour XLIII – 2013 / by Krzysztof Burdzy.
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, su...
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