EAN: 9783319043937

Bilder-Quelle: discount24.de - Sport-Freizeit

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.

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24.02.2026 um 18:26 Uhr

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