Stochastic Analysis and Mathematical Physics (Progress in Probability)
Editorial Reviews
Book Description
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: nonlinear 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: H. Airault * L. Coutin * L. Decreusefond * C. Leonard * R. Leandre * P. Lescot * P. Malliavin * M. Oberguggenberger * R. Rebolledo * F. Russo * A.S. Ustunel * 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.
Book Info
Nine survey articles extending concepts from classical probability and stochastic processes to multiple areas of mathematical physics. Covers completely positive maps, nonlinear stochastic wave equations, the martingale problem and Markov uniqueness of infinite-dimensional Nelson diffusions.
Stochastic Analysis and Mathematical Physics (Progress in Probability),A.B. Cruzeiro,J.-C. Zambrini,Birkhauser,0817642463,Applied,Mathematical Physics,Mathematics,Probability & Statistics - General,Quantum Theory,Science/Mathematics,Stochastic Processes,Stochastic analysis,Mathematics / Statistics,Probability & statistics,Stochastics,Theoretical methods
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