Stochastic Analysis and Applications in Physics : Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993
Book Details
Format
Hardback or Cased Book
Book Series
NATO Science Series C
ISBN-10
0792331974
ISBN-13
9780792331971
Publisher
Kluwer Academic Publishers
Imprint
Kluwer Academic Publishers
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 31st, 1994
Print length
472 Pages
Weight
826 grams
Dimensions
16.30 x 24.50 x 3.10 cms
Product Classification:
Probability & statisticsProbability and statisticsStochasticsPhysics
Ksh 13,500.00
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The intensive exchange between mathematicians and users has led in recent years to a rapid development of stochastic analysis. This text describes some of its applications in physics including: white noise analysis; gauge field theories; and euclidean quantum mechanics.
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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