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[null,"1.","Record Nr.",null,"UNINA990003039580403321"]
[null,null,"Titolo",null,"Credibility or \"Exit Speed\"?Reflections Prompted by the 1992 EMS Crisis / Annamaria Simonazzi and Fernando Vianello"]
[null,null,"Collana",null,"Working Papers / Dipartimento di Economia Pubblica, Università degli studi di Roma \"La Sapienza\" ; 96.11"]
[null,null,"Locazione",null,"SES"]
[null,null,"Collocazione",null,"Paper"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"2.","Record Nr.",null,"UNINA9910300143903321"]
[null,null,"Autore",null,"Burdzy Krzysztof"]
[null,null,"Titolo",null,"Brownian Motion and its Applications to Mathematical Analysis : École d'Été de Probabilités de Saint-Flour XLIII – 2013 / / by Krzysztof Burdzy"]
[null,null,"Pubbl/distr/stampa",null,"Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014"]
[null,null,"ISBN",null,"3-319-04394-3"]
[null,null,"Edizione",null,"[1st ed. 2014.]"]
[null,null,"Descrizione fisica",null,"1 online resource (XII, 137 p. 16 illus., 4 illus. in color.)"]
[null,null,"Collana",null,"École d'Été de Probabilités de Saint-Flour, , 0721-5363 ; ; 2106"]
[null,null,"Classificazione",null,"MAT 606f"]
[{"$nulls":4},"MAT 607f"]
[{"$nulls":4},"SI 850"]
[{"$nulls":4},"60J6560H3060G17"]
[null,null,"Disciplina",null,"530.475"]
[null,null,"Soggetti",null,"Probabilities"]
[{"$nulls":4},"Differential equations, Partial"]
[{"$nulls":4},"Potential theory (Mathematics)"]
[{"$nulls":4},"Probability Theory and Stochastic Processes"]
[{"$nulls":4},"Partial Differential Equations"]
[{"$nulls":4},"Potential Theory"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (pages 133-137)."]
[null,null,"Nota di contenuto",null,"1. Brownian motion -- 2. Probabilistic proofs of classical theorems -- 3. Overview of the \"hot spots\" problem -- 4. Neumann eigenfunctions and eigenvalues -- 5. Synchronous and mirror couplings -- 6. Parabolic boundary Harnack principle -- 7. Scaling coupling -- 8. Nodal lines -- 9. Neumann heat kernel monotonicity -- 10. Reflected Brownian motion in time dependent domains."]
[null,null,null,"Sommario/riassunto","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 "]
[{"$nulls":4},"heat equation in time-dependent domains."]