Brownian Motion, Obstacles and Random Media

1998
ISBN: 978-3-540-64554-2
Verlag: Springer

Buch, Englisch, 357 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 760 g

Reihe: Springer Monographs in Mathematics

This book 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. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Zielgruppe

Research

Autoren/Hrsg.

Sznitman, Alain-Sol

Fachgebiete

• Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Naturwissenschaften Physik Quantenphysik Atom- und Molekülphysik

Inhaltsverzeichnis

1. The Feynman-Kac Formula and Semigroups.- 2. Some Potential Theory.- 3. Some Principal Eigenvalue Estimates.- 4. The Method of Enlargement of Obstacles.- 5. Lyapunov Exponents.- 6. Quenched Path Measure and Pinning Effect.- 7. Overview, further Results and Problems.- References.