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Abstract
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Original language  English 

Place of Publication  Cambridge 
Publisher  Cambridge University Press 
Volume  30 
ISBN (Print)  9780521760188 
Publication status  Published  2010 
Publication series
Name  Cambridge Series in Statistical and Probabilistic Mathematics 

Publisher  Cambridge University Press 
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Dive into the research topics of 'Brownian motion'. Together they form a unique fingerprint.Projects
 1 Finished

INTERSECTION LOCAL TIMES AND STOCHASTIC PROCESSES IN RANDOM MEDIA
Morters, P.
Engineering and Physical Sciences Research Council
1/09/05 → 31/08/10
Project: Research council