Ecole d'été de probabilités de Saint-Flour (43 ; 2013 ; Saint-Flour, France)

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  • Brownian motion and its applications to mathematical analysis

    École d'Été de Probabilités de Saint-Flour XLIII - 2013

    Description matérielle : 1 vol. (XII-137 p.)
    Description : Note : Bibliogr. p.133 -137
    Édition : Cham : Springer , cop. 2014
    Éditeur scientifique : Krzysztof Burdzy

    [catalogue][https://catalogue.bnf.fr/ark:/12148/cb437838925]

Autre1 document

  • Brownian motion and its applications to mathematical analysis

    École d'Été de Probabilités de Saint-Flour XLIII - 2013

    Description matérielle : 1 ressource dématérialisée
    Description : Note : Includes bibliographical references (pages 133-137)
    Abstract : 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.
    Édition : Cham ; New York : Springer , cop. 2014

    [catalogue][https://catalogue.bnf.fr/ark:/12148/cb446754929]

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  • Brownian motion and its applications to mathematical analysis, cop. 2014

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