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.
| ISBN-13: | 9780521168847 |
| ISBN-10: | 0521168848 |
| Publisher: | Cambridge University Press |
| Publication date: | 2010-07-23 |
| Pages: | 403 |
| Product dimensions: | Height: 1.5748 Inches, Length: 7.874 Inches, Weight: 1.10231131 Pounds, Width: 5.5118 Inches |
| Author: | Peter Moerters, Yuval Peres |
| Language: | en |
| Binding: | Paperback |
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