Palle Jorgensen, professor in the Department of Mathematics in the College of Liberal Arts and Sciences, recently published a book alongside two other mathematics experts. 

The book, entitled Brownian Motion and Potential Theory, Modern and Classical, was written by Jorgensen, Murali Rao from the University of Florida, and James Tian from the American Mathematical Society.  The book provides a deep dive into various topics of mathematics. 

“The reader is guided through stochastic analysis, featuring Brownian motion, in its early chapters, and then moving on to potential theory,” Jorgensen said.  

Jorgensen said the book is targeted for both undergraduate and graduate students, researchers, and practitioners in mathematics, statistics, finance, and engineering. 

The book is filled with exercises, allowing students  an opportunity to interact and learn as they are reading through the book. Readers, both students and specialists, with interest in current developments in pure and applied mathematics will find the material helpful, Jorgensen said. 

“The subject of the book is interdisciplinary, and it makes direct connections to subjects of both teaching and research, both mathematical analysis and probability.  The book interacts with math, physics, and engineering,” Jorgensen said. 

The three authors have been working on the book for three years, and the book is a combination of research and teachings from all authors. 

“The book reaches from classical to modern, from analytic to probabilistic, and from Newtonian to abstract, or axiomatic potential theory, readers are guided through the learning process.” Jorgensen said.