Stochastic Analysis and Mathematical Physics

A.B. Cruzeiro, J.-C. Zambrini (Herausgeber)

Buch | Hardcover

160 Seiten

2001 | 2001 ed.
Birkhauser Boston (Verlag)
978-0-8176-4246-4 (ISBN)

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Features nine survey articles which extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. This work covers key topics such as: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, and entropic projections.

An outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. Will serve as a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics.

Functorial Analysis in Geometric Probability Theory.- Stochastic Volterra Equations with Singular Kernels.- Stochastic Diffeology and Homotopy.- Some Results on Entropic Projections.- Mehler-Type Semigroups on Hilbert Spaces and Their Generators.- Singular Limiting Behavior in Nonlinear Stochastic Wave Equations.- Complete Positivity and Open Quantum Systems.- Properties of Measure-preserving Shifts on the Wiener Space.- Martingale and Markov Uniqueness of Infinite Dimensional Nelson Diffusions.

Reihe/Serie	Progress in Probability ; 50
Zusatzinfo	VII, 160 p.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Themenwelt	Naturwissenschaften ► Physik / Astronomie
ISBN-10	0-8176-4246-3 / 0817642463
ISBN-13	978-0-8176-4246-4 / 9780817642464
Zustand	Neuware