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portada stochastic analysis and applications in physics
Type
Physical Book
Publisher
Language
English
Pages
472
ISBN
0792331974
ISBN13
9780792331971

stochastic analysis and applications in physics

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Synopsis "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 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.

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