Introducing the heat equation and the closely related notion of harmonic functions from a probabilistic perspective, this book includes chapters on: the discrete case,... Læs mere
Presents an introduction to the conformally invariant processes that appear as scaling limits. This book covers such topics as stochastic integration, and... Læs mere
Based on classes in probability for advanced undergraduates held at the IAS/Park City Mathematics Institute (Utah), this title is derived from both lectures... Læs mere