UID:
almahu_9947921591302882
Format:
VIII, 360 p.
,
online resource.
ISBN:
9783540478355
Series Statement:
Lecture Notes in Mathematics, 1250
Content:
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.
Note:
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".
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9783540177975
Language:
English
Subjects:
Mathematics
URL:
http://dx.doi.org/10.1007/BFb0077343
URL:
Volltext
(lizenzpflichtig)
URL:
Volltext
(Deutschlandweit zugänglich)
