Stochastic Analysis and Applications in Physics
Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993
1st Edition
Published on 31. October 1994
Book
Hardback
XV, 454 pages
978-0-7923-3197-1 (ISBN)
Description
The intensive exchange between mathematicians and users has led in recent years to a rapid development of stochastic analysis. Of the users, the physicists form perhaps the most important group, giving direction to the mathematicians' research and providing a source of intuition. White noise analysis has emerged as a viable framework for stochastic and infinite dimensional analysis. Another growth area is the theory of stochastic partial differential equations. Gauge field theories are attracting increasing attention. Dirichlet forms provide a fruitful link between the mathematics of Markov processes and the physics of quantum systems. The deterministic--stochastic interface is addressed, as are Euclidean quantum mechanics, excursions of diffusions and the convergence of Markov chains to thermal states.
More details
Series
Edition
1., 995
Language
English
Place of publication
Dordrecht
United States
Target group
Professional and scholarly
Research
Product notice
Laminated cover
Illustrations
XV, 454 p., 9 s/w Abbildungen
Dimensions
Height: 241 mm
Width: 160 mm
Thickness: 31 mm
Weight
875 gr
ISBN-13
978-0-7923-3197-1 (9780792331971)
DOI
10.1007/978-94-011-0219-3
Schweitzer Classification
Other editions
Additional editions
Ana Isabel Cardoso | Margarida de Faria | Jürgen Potthoff
Stochastic Analysis and Applications in Physics
Book
12/2012
Springer
€53.49
Shipment within 15-20 days
Content
Preface. Infinite Dimensional Diffusions, Markov Fields, Quantum Fields and Stochastic Quantization; S. Albeverio, Y.G. Kondratiev, M. Röckner. Burgers Equation forced by Conservative or Nonconservative Noise; L. Bertini, N. Cancrini, G. Jona-Lasinio. Statistical Properties of Piecewise Expanding Maps of the Interval; P. Collet. Euclidean Quantum Mechanics. An Outline; A.B. Cruzeiro, J.C. Zambrini. Analysis on Loop Groups; L. Gross. White Noise Analysis and Applications; T. Hida. Computer Stochastics in Scalar Quantum Field Theory; C.B. Lang. Brownian Motion over a Kahler Manifold and Elliptic Genera of Level N; R. Léandre. On Lyapunov Stability Theorems for Stochastic (Deterministic) Evolution Equations; V. Mandrekar. Stochastic Techniques in Condensed Matter Physics; R. Vilela Mendes. Stochastic Partial Differential Equations and Applications to Hydrodynamics; B. Øksendal. White Noise Approach to Parabolic Stochastic Partial Differential Equations; J. Potthoff. Colombeau Generalized Functions and Stochastic Analysis; F. Russo. Constructive Field Theoretic Methods and Stochastic Partial Differential Equations; R. Sénéor. Quantum Yang--Mills Theory on Compact Surfaces; A. Sengupta. Detailed Balance and Free Energy; R.F. Streater. An Introduction to White Noise Analysis; L. Streit. Excursion Measures for One-Dimensional Time-Homogeneous Diffusions with Inaccessible and Accessible Boundaries; A. Truman.