Book contents
- Frontmatter
- Contents
- Preface
- Frequently used notation
- Motivation
- 1 Brownian motion as a random function
- 2 Brownian motion as a strong Markov process
- 3 Harmonic functions, transience and recurrence
- 4 Hausdorff dimension: Techniques and applications
- 5 Brownian motion and random walk
- 6 Brownian local time
- 7 Stochastic integrals and applications
- 8 Potential theory of Brownian motion
- 9 Intersections and self-intersections of Brownian paths
- 10 Exceptional sets for Brownian motion
- Appendix A Further developments
- Appendix B Background and prerequisites
- Hints and solutions for selected exercises
- Selected open problems
- Bibliography
- Index
Bibliography
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Frequently used notation
- Motivation
- 1 Brownian motion as a random function
- 2 Brownian motion as a strong Markov process
- 3 Harmonic functions, transience and recurrence
- 4 Hausdorff dimension: Techniques and applications
- 5 Brownian motion and random walk
- 6 Brownian local time
- 7 Stochastic integrals and applications
- 8 Potential theory of Brownian motion
- 9 Intersections and self-intersections of Brownian paths
- 10 Exceptional sets for Brownian motion
- Appendix A Further developments
- Appendix B Background and prerequisites
- Hints and solutions for selected exercises
- Selected open problems
- Bibliography
- Index
Summary
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- Chapter
- Information
- Brownian Motion , pp. 386 - 399Publisher: Cambridge University PressPrint publication year: 2010