Stochastic processes--mathematics and physics II : proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15-19, 1985 / edited by S. Albeverio, Ph. Blanchard and L. Streit.

By: (2nd : BiBoS-Symposium (2nd : 1985 : Bielefeld, Germany)
Contributor(s): Albeverio, Sergio | Blanchard, Philippe | Streit, Ludwig, 1938-
Material type: TextTextSeries: Lecture notes in mathematics (Springer-Verlag): 1250.Publisher: Berlin ; New York : Springer-Verlag, ©1987Description: 1 online resource (vi, 359 pages) : illustrationsContent type: text Media type: computer Carrier type: online resourceISBN: 9783540478355; 3540478353Subject(s): Stochastic processes -- Congresses | Mathematics -- Congresses | Physics -- Congresses | Processus stochastiques -- Congrès | Mathématiques -- Congrès | Physique -- Congrès | Mathematics | Physics | Stochastic processes | Stochastische processenGenre/Form: Electronic books. | Conference papers and proceedings. Additional physical formats: Print version:: Stochastic processes--mathematics and physics II.DDC classification: 519.23 LOC classification: QA3 | .L28 no. 1250 | QA274.A1Online resources: Click here to access online
Contents:
From the contents: P. Blanchard, P. Combe, M. Sirugue, M. Sirugue-Collin: Jump processes related to the Two dimensional Dirac equation -- M. Fukushima, S. Nakao, M. Takeda: On Dirichlet forms with random data -- recurrence and homogenization -- R. Graham, D. Roekaerts: A Nicolai map for supersymmetric quantum mechanics on Riemannian manifolds -- N.G. van Kampen: How do stochastic processes enter into physics?- P.A. Meyer: Fock space and probability theory -- E. Presutti: Collective phenomena in stochastic particle systems -- Y. Rozanov: Boundary problems for stochastic partial differential equations -- G.L. Sewell: Quantum fields, gravitation and thermodynamics -- W. von Waldenfels: Proof of an algebraic central limit theorem by moment generating functions -- W. Zheng: Semimartingale with smooth density -- the problem of "nodes."
Action note: digitized 2010 committed to preserveSummary: This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics. Main topics include: statistical mechanics, stochastic mechanics, differential geometry, stochastic proesses, quantummechanics, quantum field theory, probability measures, central limit theorems, stochastic differential equations, Dirichlet forms.
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From the contents: P. Blanchard, P. Combe, M. Sirugue, M. Sirugue-Collin: Jump processes related to the Two dimensional Dirac equation -- M. Fukushima, S. Nakao, M. Takeda: On Dirichlet forms with random data -- recurrence and homogenization -- R. Graham, D. Roekaerts: A Nicolai map for supersymmetric quantum mechanics on Riemannian manifolds -- N.G. van Kampen: How do stochastic processes enter into physics?- P.A. Meyer: Fock space and probability theory -- E. Presutti: Collective phenomena in stochastic particle systems -- Y. Rozanov: Boundary problems for stochastic partial differential equations -- G.L. Sewell: Quantum fields, gravitation and thermodynamics -- W. von Waldenfels: Proof of an algebraic central limit theorem by moment generating functions -- W. Zheng: Semimartingale with smooth density -- the problem of "nodes."

This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics. Main topics include: statistical mechanics, stochastic mechanics, differential geometry, stochastic proesses, quantummechanics, quantum field theory, probability measures, central limit theorems, stochastic differential equations, Dirichlet forms.

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