Brownian motion and its applications to mathematical analysis. École d'Été de Probabilités de Saint-Flour XLIII -- 2013

DOI10.1007/978-3-319-04394-4zbMath1311.60001OpenAlexW2483607599MaRDI QIDQ2434357

Krzysztof Burdzy

Publication date: 5 February 2014

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-04394-4

zbMATH Keywords

Brownian motionreflecting Brownian motionNeumann eigenvalueNeumann Laplacianhot spots conjectureNeumann eigenfunctionreflection couplingscaling coupling

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Sample path properties (60G17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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