LEADER 02676nam a2200385 a 4500
001 991002949169707536
006 m     o  d        
007 cr |n|   |||||
008 160721t20142014sz a    ob    000 0 eng d
020   $a9783319043944
035   $ab14258821-39ule_inst
040   $aBibl. Dip.le Aggr. Matematica e Fisica - Sez. Matematica$beng
082 0 $a530.475$223
084   $aAMS 60-02
084   $aAMS 60G17
084   $aAMS 60H30
084   $aAMS 60J65
084   $aLC QA274.75$b.B87
100 1 $aBurdzy, Krzysztof$059868
245 10$aBrownian motion and its applications to mathematical analysis$h[e-book] :$bÉcole d'été de probabilités de Saint-Flour XLIII - 2013 /$cKrzysztof Burdzy
260   $aCham [Switzerland] :$bSpringer,$c2014
300   $a1 online resource (xii, 137 pages)
440  0$aLecture notes in mathematics,$x1617-9692;$v2106
505 0 $g1.$tBrownian motion ;$g2.$tProbabilistic proofs of classical theorems ;$g3.$tOverview of the "hot spots" problem ;$g4.$tNeumann eigenfunctions and eigenvalues ;$g5.$tSynchronous and mirror couplings ;$g6.$tParabolic boundary Harnack principle ;$g7.$tScaling coupling ;$g8.$tNodal lines ;$g9.$tNeumann heat kernel monotonicity ;$g10.$tReflected Brownian motion in time dependent domains
520   $aThese lecture notes provide an introduction to the applications of Brownian motion to analysis and, more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited model for a wide range of real random phenomena, from chaotic oscillations of microscopic objects, such as flower pollen in water, to stock market fluctuations. It is also a purely abstract mathematical tool which can be used to prove theorems in "deterministic" fields of mathematics. The notes include a brief review of Brownian motion and a section on probabilistic proofs of classical theorems in analysis. The bulk of the notes are devoted to recent (post-1990) applications of stochastic analysis to Neumann eigenfunctions, Neumann heat kernel and the heat equation in time-dependent domains
650  0$aBrownian motion processes
650  0$aMathematical analysis
650  0$aStochastic analysis
711 2 $aÉcole d'été de probabilités de Saint-Flour$n<43. ;$d2013 ;$cSaint Flour, France>
856 40$uhttp://link.springer.com/book/10.1007/978-3-319-04394-4$zAn electronic book accessible through the World Wide Web
907   $a.b14258821$b03-03-22$c21-07-16
912   $a991002949169707536
996   $aBrownian motion and its applications to mathematical analysis$9821272
997   $aUNISALENTO
998   $ale013$b21-07-16$cm$d@  $e-$feng$gsz $h0$i0