Stochastic Processes - Mathematics and Physics

Proceedings of the 1st BiBoS-Symposium held in Bielefeld, West Germany, September 10-15, 1984
Herausgegeben:Albeverio, Sergio; Blanchard, Phillippe; Streit, Ludwig

• Broschiertes Buch

Produktbeschreibung

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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Produktdetails

• Lecture Notes in Mathematics 1158
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-15998-8
• 1986.
• Seitenzahl: 264
• Erscheinungstermin: 1. Januar 1986
• Englisch
• Abmessung: 235mm x 155mm x 15mm
• Gewicht: 404g
• ISBN-13: 9783540159988
• ISBN-10: 3540159983
• Artikelnr.: 23802418

Inhaltsangabe

Stochastic lie group-valued measures and their relations to stochastic curve integrals, gauge fields and markov cosurfaces.- Existence and sample path properties of the diffusions in Nelson's stochastic mechanics.- Characteristic exponents for stochastic flows.- Electric field and effective dielectric constant in random media with non-linear response.- Remarks on the central limit theorem for weakly dependent random variables.- Time reversal on Wiener space.- Lattice gauge theory; Heuristics and convergence.- The generalized Malliavin calculus based on Brownian sheet and Bismut's expansion for large deviation.- An elementary approach to Brownian motion on manifolds.- The stochastic mechanics of the ground-state of the hydrogen atom.- Nonstandard analysis and perturbations of the laplacian along Brownian paths.- Haussdorf dimension for the statistical equilibrium of stochastics flows.- Stopping problems of symmetric Markov processes and non-linear variational inequalites.- Mean exit times and hitting probabilities of Brownian motion in geodesic balls and tubular neighborhoods.- Rigorous scaling laws for Dyson measures.- Asymptotic freedom: A rigorous approach.- The fermion stochastic calculus I.