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Brownian Motion, Obstacles and Random Media

Name: Brownian Motion, Obstacles and Random Media
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01566684
Price: 59.91 EUR
Availability: InStock
Author: Alain-Sol Sznitman
ISBN: 9783540645542

Alain-Sol Sznitman

Língua

Inglês

Livro Livro de capa dura

Código Libristo: 01566684

Editoras Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, agosto 1998

This book is aimed at graduate students and researchers. It provides an account for the non-speciali... Descrição completa

Código Libristo: 01566684

146 b

59.91 €

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This book is aimed at graduate students and researchers. It provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. This subject has a rich phenomenology which exhibits certain paradigms, emblematic of the theory of random media. It also brings into play diverse mathematical techniques such as stochastic processes, functional analysis, potential theory, first passage percolation. In a first part, the book presents, in a concrete manner, background material related to the Feynman-Kac formula, potential theory, and eigenvalue estimates. In a second part, it discusses recent developments including the method of enlargement of obstacles, Lyapunov coefficients, and the pinning effect. The book also includes an overview of known results and connections with other areas of random media.