Stochastic Analysis and Applications in Physics : Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993 :  Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993 - Ana Isabel Cardoso

Stochastic Analysis and Applications in Physics : Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993

Proceedings of the NATO Advanced Study Institute, Funchal, Madeira, Portugal, August 6-19, 1993

By: Ana Isabel Cardoso (Editor), Roland Seneor (Editor), Margarida de Faria (Editor), L. Streit (Editor), Jurgen Potthoff (Editor)

Hardcover | 1 October 1994

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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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