Stochastic Analysis and Mathematical Physics: 50 (Progress in Probability, 50) - Hardcover

Hardcover

ISBN 10: 0817642463 ISBN 13: 9780817642464

Publisher: Birkhäuser, 2001

Synopsis

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.

About this title

Synopsis

Nine survey articles in this volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. Key topics covered include: non-linear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, martingale problem and Markov uniqueness of infinite-dimensional Nelson diffusions, analysis in geometric probability theory, measure-preserving shifts on the Wiener space, cohomology on loop spaces, and stochastic Volterra equations. Contributors include: H. Airault, L. Coutin, L. Decreusefond, C. Leonard, R. Leandre, P. Lescot, P. Malliavin, M. Oberguggenberger, R. Rebolledo, F. Russo, A.S. Ustunel, and L. Wu. The work, an outgrowth of a workshop on stochastic analysis held in Lisbon, serves as a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, math physics, and physics.

Edition details

• Publisher: Birkhäuser
• Publication date: 2001
• Language: English
• ISBN 10: 0817642463
• ISBN 13: 9780817642464
• Binding: Hardcover
• Number of pages: 167
• Editor: Cruzeiro A.B., Zambrini J.-C.