Stochastic processes and their applications in mathematics and physics

edited by Sergio Albeverio, Philippe Blanchard and Ludwig Streit


  • Stochastic stability for vector fields with a manifold of singular points, and an application to lattice gauge theory.- Ricci curvature and dimension for diffusion semigroups.- The Zitterbewegung of a Dirac electron in a central field.- Maximum entropy principles for Markov processes.- An optimal Carleman-type inequality for the Dirac operator.- Toeplitz operators - an asymptotic quantization of symplectic cones.- Perturbation theory for random disordered systems.- On rigorous hydrodynamics, self-diffusion and the Green-Kubo formulae.- A stochastic model for plasma dynamics.- Macroscopic potentials of dissipative dynamical systems.- Random-path intersections in geometry, probability and physics.- Noncummutative version of the central limit theorem and of Cramer's theorem.- Distributions, Sobolev spaces on Gaussian vector spaces and Ito's calculus.- On problems in stochastic differential equations connected with some particular type of interacting particles.- Asymptotic behaviors of moments for one-dimensional generalized diffusion processes.- Langevin equation and fluctuation-dissipation theorem.- The Dirichlet problem for quasi-linear partial differential operators with boundary data given by a distribution.- Stationary stochastic perturbation of a linear delay equation.- Random lattice models.- Interactions galileennes aimant-charge.- The polaron functional integral.- The Bosonic string.

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書名 Stochastic processes and their applications in mathematics and physics
著作者等 Albeverio, Sergio
Blanchard, Philippe
Streit, Ludwig
Streit L.
Blanchard Philip
シリーズ名 Mathematics and its applications
出版元 Kluwer Academic Publishers
刊行年月 c1990
ページ数 xiii, 402 p.
大きさ 25 cm
ISBN 0792308948
NCID BA11076358
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言語 英語
出版国 オランダ