Stochastic Analysis and Applications in Physics

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.

שנה

1994

שפה

English

סדרה

NATO ASI Series, Series C: Mathematical and Physical Sciences -- 449

הוצאה

Springer Netherlands

מהדורות

1

עמודים

454

ISBN

9789401040983

מקור הנתונים: Wikidata