Brownian Motion, Obstacles and Random Media / Springer Monographs in Mathematics (PDF)

Name: Brownian Motion, Obstacles and Random Media / Springer Monographs in Mathematics
Brand: Springer Berlin Heidelberg
SKU: 104115696
Price: 54.99 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autor: Alain-Sol Sznitman

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Brownian Motion, Obstacles and Random Media / Springer Monographs in Mathematics, Alain-Sol Sznitman

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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.