TY  - GEN
TY  - GEN
T1  - Brownian Motion and its Applications to Mathematical Analysis École d'Été de Probabilités de Saint-Flour XLIII – 2013
T2  - École d'Été de Probabilités de Saint-Flour,
A1  - Burdzy, Krzysztof.
LA  - English
PP  - Cham
PB  - Springer International Publishing : Imprint: Springer
YR  - 2014
ED  - 1st ed. 2014.
UL  - http://discoverylib.upm.edu.my/discovery/Record/978-3-319-04394-4
AB  - 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.
OP  - 137
CN  - QA273.A1-274.9
SN  - 9783319043944
KW  - Probabilities.
KW  - Partial differential equations.
KW  - Potential theory (Mathematics).
KW  - Probability Theory and Stochastic Processes.
KW  - Partial Differential Equations.
KW  - Potential Theory.
ER  -