Stochastic Analysis and Applications in Physics: Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993

Ana Isabel Cardoso (Curatore)

Margarida de Faria (Curatore)

Kluwer Academic Publishers, 1994

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.

• Curatore: Ana Isabel Cardoso, Margarida de Faria
• Editore: Kluwer Academic Publishers
• Collana: NATO Science Series C
• Anno: 1994
• Rilegatura: Hardback
• Pagine: 472 p.
• EAN: 9780792331971

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