Brownian Motion ICM Edition

by Yuval Peres and Peter Moerters

This textbook covers all the essential elements of the theory of Brownian motion, a core area of probability theory, as well as the most recent research. Starting with the construction of Brownian motion, it proceeds to sample path properties like continuity and nowhere differentiability.

• Format: Paperback
• Language: English
• ISBN: 0521168848
• ISBN13: 9780521168847
• Release Date: July 2010
• Publisher: Cambridge University Press
• Length: 1 Pages