Brownian Motion and the Hardy Spaces Hp

Part of the Selected Works in Probability and Statistics book series (SWPS)


Our aim here is to describe, particularly in the context of Hardy spaces, some of the interplay of Brownian motion and analytic functions. We shall begin with a little of the historical background and introduce some of the key ideas along the way.


Brownian Motion Harmonic Function Hardy Space Maximal Function Exit Time 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Department of Mathematics and Department of StatisticsPurdue UniversityWest LafayetteUSA
  2. 2.Department of MathematicsUniversity of IllinoisUrbanaUSA

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