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Stochastic Mechanics and Stochastic Processes

Proceedings of a Conference held in Swansea, UK, August 4-8, 1986

Aubrey Truman, Ian M. Davies (Herausgeber)

Buch | Softcover

VIII, 224 Seiten

1988
Springer Berlin (Verlag)
978-3-540-50015-5 (ISBN)

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Inhaltsverzeichnis (PDF)

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The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problems was generated and there was a considerable amount of interaction between mathematicians and physicists. The papers presented in the proceedings are essentially of a research nature but some (Lewis, Hudson) are introductions or surveys.

On first hitting times in stochastic mechanics.- Limit theorems for stochastic processes associated with a boson gas.- Large deviations and the boson gas.- Stochastic mechanics of free scalar fields.- Flows of newtonian diffusions.- Planetesimal diffusions.- Brownian motion on hypersurfaces and computer simulation.- Supersymmetry and stochastic processes.- Algebraic theory of quantum diffusions.- A note on integrability of C r-norms of stochastic flows and applications.- A note on stochastic models with expanding transformations.- The large deviation principle in statistical mechanics: an expository account.- Excursions from random boundaries.- A solution of the integral equation in convolution form and a problem in diffusion theory.- Formulæ for the heat kernel of an elliptic operator exhibiting small-time asymptotics.- Stochastic mechanics for a point source.- Computer stochastic mechanics.- New probabilistic approach to the classical heat equation.

Erscheint lt. Verlag	13.7.1988
Reihe/Serie	Lecture Notes in Mathematics
Zusatzinfo	VIII, 224 p.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	331 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Algebra • Brownian motion • Equation • hitting time • Kernel • Quantum Physics • Stochastic Processes • Theorem
ISBN-10	3-540-50015-4 / 3540500154
ISBN-13	978-3-540-50015-5 / 9783540500155
Zustand	Neuware