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- Sales Rank: #4371379 in Books
- Published on: 1979-10-12
- Original language: English
- Number of items: 1
- Dimensions: 9.75" h x 6.75" w x 1.25" l,
- Binding: Hardcover
- 320 pages
Most helpful customer reviews
12 of 13 people found the following review helpful.
introduction to brownian motion and its applications
By Mathieu Dutour
This is the best introduction to brownian motion. The writing by Barry Simon is extremely clear, comparable to Donald Knuth. It covers:
-clear construction of Brownian motion
-demonstration of the Feynmann Katz formula -usual Simon work: Schrodinger operators, remarquable inequalities like the CLK, eigenvalues problems
-geometric theory of brownian motion
-very extensive bibliography for further reading
Nevertheless it lacks:
-conformal theory of brownian motion
-statistical mechanics (there is an explanation of feynmann series in a particular case)
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