, ,

Stochastic Processes - Mathematics and Physics II

Proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15-19, 1985

Specificaties
Paperback, 360 blz. | Engels
Springer Berlin Heidelberg | 1987e druk, 1987
ISBN13: 9783540177975
Rubricering
Springer Berlin Heidelberg 1987e druk, 1987 9783540177975
Onderdeel van serie Lecture Notes in Mathematics
Verwachte levertijd ongeveer 8 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783540177975
Taal:Engels
Bindwijze:paperback
Aantal pagina's:360
Uitgever:Springer Berlin Heidelberg
Druk:1987

Inhoudsopgave

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".

Rubrieken

    Personen

      Trefwoorden

        Stochastic Processes - Mathematics and Physics II