Brownian Motion, Obstacles and Random Media [electronic resource] /

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.

Bibliographic Details

Main Authors:	Sznitman, Alain-Sol. author., SpringerLink (Online service)
Format:	Texto biblioteca
Language:	eng
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1998
Subjects:	Mathematics., Partial differential equations., Probabilities., Physics., Probability Theory and Stochastic Processes., Partial Differential Equations., Theoretical, Mathematical and Computational Physics.,
Online Access:	http://dx.doi.org/10.1007/978-3-662-11281-6
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