Brownian Motion, Obstacles and Random Media

Alain-Sol Sznitman

354 pages, parution le 01/11/1998

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Résumé

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.

Contents

Preface
Introduction

Pt. I: Some Tools

1: The Feynman-Kac Formula and Semigroups
2: Some Potential Theory
3: Some Principal Eigenvalue Estimates

Pt. II: Brownian Motion and Random Obstacles

4: The Method of Enlargement of Obstacles
5: Lyapunov Exponents
6: Quenched Path Measure and Pinning Effect
7: Overview, further Results and Problems

References
Index

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Alain-Sol Sznitman
Parution	01/11/1998
Nb. de pages	354
Format	16 x 24
Couverture	Relié
Poids	668g
Intérieur	Noir et Blanc
EAN13	9783540645542