Stochastic Analysis and Applications in Physics
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Author
Contributions
- Faria, Margarida - Contributor
- Potthoff, Jürgen - Contributor
- Sénéor, Roland - Contributor
- Streit, Ludwig - Contributor
Publication
1994 - Springer Netherlands, Dordrecht, Netherlands
Language
English
Word Count
113,500 words, Guess
Page Count
454 pages
Physical Format
[electronic resource] /
Identifiers
- Open LibraryOL27089380M
- ISBN-139789401040983
- ISBN-109401040982
- OCLC Control Number851382123
- OCLC Control Numberstochasticanalys00albe
Classifications
- DDC519.2
- LCCQA273.A1-274.9
Alternate Titles
- Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6--19, 1993
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.
Subjects
Series Statement
- NATO ASI Series, Series C: Mathematical and Physical Sciences -- 449
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