| Stochastic Analysis and Applications in Physics Contributor(s): Cardoso, Ana Isabel (Editor), De Faria, Margarida (Editor), Potthoff, Jurgen (Editor) |
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ISBN: 0792331974 ISBN-13: 9780792331971 Publisher: Kluwer Academic Publishers OUR PRICE: $94.99 Product Type: Hardcover Published: October 1994 |
| Additional Information |
| BISAC Categories: - Science | Physics - Mathematical & Computational - Mathematics | Applied - Mathematics | Probability & Statistics - General |
| Dewey: 530.159 |
| LCCN: 95107158 |
| Series: NATO Asi Series. Series C, Mathematical and Physical Science |
| Physical Information: 1.06" H x 6.14" W x 9.21" (1.85 lbs) 476 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |