{"product_id":"9783319043937","title":"Lecture Notes in Mathematics: École d'Été de Probabilités de Saint-Flour XLIII – 2013","description":"\u003ch1\u003eLecture Notes in Mathematics: École d'Été de Probabilités de Saint-Flour XLIII – 2013\u003c\/h1\u003e \u003ch2\u003eBurdzy, Krzysztof\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThese 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.\u003c\/p\u003e\u003cp\u003eThe 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.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2014-02-20\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319043937\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-04394-4\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 137\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45369826377868,"sku":"9783319043937","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319043937.jpg?v=1775675493","url":"https:\/\/lateknightbooks.com\/products\/9783319043937","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}