ENGLISH

Stochastic Analysis and Applications in Physics

By Sergio Albeverio , Ludwig Streit (eds.) , Jürgen Potthoff , Yuri G. Kondratiev (auth.) , Ana Isabel Cardoso , Margarida de Faria , Roland Sénéor

Book information

Publisher
Springer Netherlands
Year
1994
ISBN
978-94-010-4098-3, 978-94-011-0219-3
DOI
10.1007/978-94-011-0219-3
Language
english
Format
PDF
Filesize
14 MB (14650162 bytes)
Series
NATO ASI Series 449
Edition
1
Pages
454\454
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Mathematical and Computational Physics;ApplicationProbability Theory and Stochastic Processes;Theore

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.

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