Stochastic Analysis and Applications in Physics
By: edited by Ana Isabel Cardoso, Margarida Faria, Jürgen Potthoff, Roland Sénéor, Ludwig Streit
Contributors: Faria, Margarida; Potthoff, Jürgen; Sénéor, Roland; Streit, Ludwig
Series: NATO ASI Series, Series C: Mathematical and Physical Sciences -- 449; NATO ASI Series, Series C: Mathematical and Physical Sciences -- 449
Publisher: Springer Netherlands
Published: 1994
Place of publication: Dordrecht
Language: eng
Format: [electronic resource] /
Number of pages: 454
ISBN-13: 9789401040983; 9789401102193
Subjects: Mathematics; Distribution (Probability theory)
Other titles: Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6--19, 1993
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.
Notes: Online full text is restricted to subscribers.

Also available in print.

Mode of access: World Wide Web.