Stochastic Processes - Mathematics and Physics

Proceedings of the 1st BiBoS-Symposium held in Bielefeld, West Germany, September 10-15, 1984
1. Auflage 1986
ISBN: 978-3-540-15998-8
Verlag: Springer

Buch, Englisch, Band 1158, 260 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 406 g

Reihe: Lecture Notes in Mathematics

Springer Book Archives

Zielgruppe

Research

Autoren/Hrsg.

Albeverio, Sergio

Blanchard, Phillippe

Streit, Ludwig

Fachgebiete

• Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

Stochastic lie group-valued measures and their relations to stochastic curve integrals, gauge fields and markov cosurfaces.- Existence and sample path properties of the diffusions in Nelson's stochastic mechanics.- Characteristic exponents for stochastic flows.- Electric field and effective dielectric constant in random media with non-linear response.- Remarks on the central limit theorem for weakly dependent random variables.- Time reversal on Wiener space.- Lattice gauge theory; Heuristics and convergence.- The generalized Malliavin calculus based on Brownian sheet and Bismut's expansion for large deviation.- An elementary approach to Brownian motion on manifolds.- The stochastic mechanics of the ground-state of the hydrogen atom.- Nonstandard analysis and perturbations of the laplacian along Brownian paths.- Haussdorf dimension for the statistical equilibrium of stochastics flows.- Stopping problems of symmetric Markov processes and non-linear variational inequalites.- Mean exit times and hitting probabilities of Brownian motion in geodesic balls and tubular neighborhoods.- Rigorous scaling laws for Dyson measures.- Asymptotic freedom: A rigorous approach.- The fermion stochastic calculus I.