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 an...

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Bibliographic Details
Main Author: Cardoso, Ana Isabel
Corporate Author: SpringerLink (Online service)
Other Authors: Faria, Margarida, Potthoff, Jürgen, Sénéor, Roland, Streit, Ludwig
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands : Imprint : Springer, 1994.
Series:NATO ASI series. Mathematical and physical sciences ; 449.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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. <br/>
Item Description:Electronic resource.
Physical Description:1 online resource (472 pages)
ISBN:9789401102193 (electronic bk.)
9401102198 (electronic bk.)