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Stochastic Processes - Mathematics and Physics II: Proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15-19, 1985 de Sergio Albeverio

Stochastic Processes - Mathematics and Physics II: Proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15-19, 1985: Lecture Notes in Mathematics, cartea 1250

Editat de Sergio Albeverio, Philippe Blanchard, Ludwig Streit
en Limba Engleză Paperback – 23 apr 1987
This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics.
Main topics include: statistical mechanics, stochastic mechanics, differential geometry, stochastic proesses, quantummechanics, quantum field theory, probability measures, central limit theorems, stochastic differential equations, Dirichlet forms.
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Specificații

ISBN-13: 9783540177975
ISBN-10: 3540177973
Pagini: 368
Ilustrații: VIII, 360 p.
Dimensiuni: 155 x 235 x 19 mm
Greutate: 0.51 kg
Ediția:1987
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Jump processes related to the two dimensional dirac equation.- A constructive characterization of radon probability measures on infinite dimensional spaces.- A "Brownian motion" with constant speed.- The semi-martingale approach to the optimal resource allocation in the controlled labour-surplus economy.- A central limit theorem for the laplacian in regions with many small holes.- On dirichlet forms with random data—Recurrence and homogenization.- A nicolai map for supersymmetric quantum mechanics on riemannian manifolds.- Stochastic equations for some Euclidean fields.- Percolation of the two-dimensional ising model.- How do stochastic processes enter into physics?.- Estimates on the difference between succeeding eigenvalues and Lifshitz tails for random Schrödinger operators.- On identification for distributed parameter systems.- Fock space and probability theory.- On a transformation of symmetric markov process and recurrence property.- On absolute continuity of two symmetric diffusion processes.- Collective phenomena in stochastic particle systems.- Boundary problems for stochastic partial differential equations.- Generalized one-sided stable distributions.- Quantum fields, gravitation and thermodynamics.- Self-repellent random walks and polymer measures in two dimensions.- On the uniquness of the markovian self-adjoint extension.- Representations of the group of equivariant loops in SU(N).- Proof of an algebraic central limit theorem by moment generating functions.- Averaging and fluctuations of certain stochastic equations.- Semimartingale with smooth density — The problem of "nodes".