Real and Stochastic Analysis
Subtitle: New Perspectives
By: edited by M.M. Rao
Series: Trends in Mathematics; Trends in mathematics
Publisher: Birkhäuser Boston
Published: 2004
Place of publication: Boston, MA
Language: eng
Format: [electronic resource] :
Number of pages: 406
ISBN-13: 9781461220541
Subjects: Partial Differential equations; Mathematical statistics; Functional analysis; Mathematics; Distribution (Probability theory); Global analysis (Mathematics)
Description: The interplay between functional and stochastic analysis has wide implications for problems in partial differential equations, noncommutative or "free" probability, and Riemannian geometry. Written by active researchers, each of the six independent chapters in this volume is devoted to a particular application of functional analytic methods in stochastic analysis, ranging from work in hypoelliptic operators to quantum field theory. Every chapter contains substantial new results as well as a clear, unified account of the existing theory; relevant references and numerous open problems are also included. Self-contained, well-motivated, and replete with suggestions for further investigation, this book will be especially valuable as a seminar text for dissertation-level graduate students. Research mathematicians and physicists will also find it a useful and stimulating reference.