Stochastic Analysis and Applications in Physics
Ana Isabel Cardoso · 1994
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About the book
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.
Book details
- Year
- 1994
- Language
- English
- Series
- NATO ASI Series, Series C: Mathematical and Physical Sciences -- 449
- Publisher
- Springer Netherlands
- Editions
- 1
- Pages
- 454
- ISBN
- 9789401040983
Data source: Wikidata