Brownian Motion and Martingales in Analysis

Brownian Motion and Martingales in Analysis

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Product details

  • Hardback | 350 pages
  • 166.9 x 231.9 x 28.2mm | 710g
  • Cengage Learning, Inc
  • CA, United States
  • English
  • 0534030653
  • 9780534030650

Table of contents

Brownian motion. Stochastic integration. Conditioned Brownian motions. Boundary limits of harmonic functions. Complex Brownian motion and analytic functions. Hardy spaces and related spaces of martingales. H1 and BMO, m1 and BMO. PDE's which can be solved by running a Brownian motion. Stochastic differential more

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