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Stochastic Analysis and Applications in Physics

Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993
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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.
Release date Australia
October 31st, 1994
Audience
  • Professional & Vocational
Contributors
  • Edited by Ana Isabel Cardoso
  • Edited by Jurgen Potthoff
  • Edited by L. Streit
  • Edited by Margarida de Faria
  • Edited by Roland Seneor
Pages
472
ISBN-13
9780792331971
Product ID
7926663

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