Stochastic Analysis And Mathematical Physics Ii

Author : Rolando Rebolledo
Publisher : Birkhäuser
Page : 172 pages
File Size : 45,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783034880183

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Stochastic Analysis and Mathematical Physics II by Rolando Rebolledo Pdf

The seminar on Stochastic Analysis and Mathematical Physics of the Ca tholic University of Chile, started in Santiago in 1984, has being followed and enlarged since 1995 by a series of international workshops aimed at pro moting a wide-spectrum dialogue between experts on the fields of classical and quantum stochastic analysis, mathematical physics, and physics. This volume collects most of the contributions to the Fourth Interna tional Workshop on Stochastic Analysis and Mathematical Physics (whose Spanish abbreviation is "ANESTOC"; in English, "STAMP"), held in San tiago, Chile, from January 5 to 11, 2000. The workshop style stimulated a vivid exchange of ideas which finally led to a number of written con tributions which I am glad to introduce here. However, we are currently submitted to a sort of invasion of proceedings books, and we do not want to increase our own shelves with a new one of the like. On the other hand, the editors of conference proceedings have to use different exhausting and com pulsive strategies to persuade authors to write and provide texts in time, a task which terrifies us. As a result, this volume is aimed at smoothly start ing a new kind of publication. What we would like to have is a collection of books organized like our seminar.

Author : A.B. Cruzeiro,J.-C. Zambrini
Publisher : Springer Science & Business Media
Page : 162 pages
File Size : 52,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461201274

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Stochastic Analysis and Mathematical Physics by A.B. Cruzeiro,J.-C. Zambrini Pdf

This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.

Author : Sergio Albeverio,Jens Erik Fenstad,Raphael Høegh-Krohn,Tom Lindstrøm
Publisher : Courier Dover Publications
Page : 529 pages
File Size : 52,7 Mb
Release : 2009-02-26
Category : Mathematics
ISBN : 9780486468990

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Nonstandard Methods in Stochastic Analysis and Mathematical Physics by Sergio Albeverio,Jens Erik Fenstad,Raphael Høegh-Krohn,Tom Lindstrøm Pdf

Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcome addition." — Bulletin of the American Mathematical Society. 1986 edition.

Author : Yuri E. Gliklikh
Publisher : Springer Science & Business Media
Page : 436 pages
File Size : 52,5 Mb
Release : 2010-12-07
Category : Mathematics
ISBN : 0857291637

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Global and Stochastic Analysis with Applications to Mathematical Physics by Yuri E. Gliklikh Pdf

Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the field. However, while combination of the two subject areas is rare, it is fundamental for the consideration of a broader class of problems. This book develops methods of Global Analysis and Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as divergent and requiring different methods of investigation. Global and Stochastic Analysis with Applications to Mathematical Physics covers branches of mathematics that are currently absent in monograph form. Through the demonstration of new topics of investigation and results, both in traditional and more recent problems, this book offers a fresh perspective on ordinary and stochastic differential equations and inclusions (in particular, given in terms of Nelson's mean derivatives) on linear spaces and manifolds. Topics covered include classical mechanics on non-linear configuration spaces, problems of statistical and quantum physics, and hydrodynamics. A self-contained book that provides a large amount of preliminary material and recent results which will serve to be a useful introduction to the subject and a valuable resource for further research. It will appeal to researchers, graduate and PhD students working in global analysis, stochastic analysis and mathematical physics.

Author : Rolando Rebolledo
Publisher : Springer Science & Business Media
Page : 168 pages
File Size : 41,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461213727

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Stochastic Analysis and Mathematical Physics by Rolando Rebolledo Pdf

The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on going research activity. Since 1995, the group has organized international workshops as a way of promoting a broader dialogue among experts in the areas of classical and quantum stochastic analysis, mathematical physics and physics. This volume, consisting primarily of contributions to the Third Inter national Workshop on Stochastic Analysis and Mathematical Physics (in Spanish ANESTOC), held in Santiago, Chile, in October 1998, focuses on an analysis of quantum dynamics and related problems in probability the ory. Various articles investigate quantum dynamical semigroups and new results on q-deformed oscillator algebras, while others examine the appli cation of classical stochastic processes in quantum modeling. As in previous workshops, the topic of quantum flows and semigroups occupied an important place. In her paper, R. Carbone uses a spectral type analysis to obtain exponential rates of convergence towards the equilibrium of a quantum dynamical semigroup in the £2 sense. The method is illus trated with a quantum extension of a classical birth and death process. Quantum extensions of classical Markov processes lead to subtle problems of domains. This is in particular illustrated by F. Fagnola, who presents a pathological example of a semigroup for which the largest * -subalgebra (of the von Neumann algebra of bounded linear operators of £2 (lR+, IC)), con tained in the domain of its infinitesimal generator, is not a-weakly dense.

Author : Ana Bela Ferreira Cruzeiro,Jean-Claude Zambrini
Publisher : Birkhauser
Page : 158 pages
File Size : 51,5 Mb
Release : 2001
Category : Mathematical physics
ISBN : 3764342463

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Stochastic Analysis and Mathematical Physics by Ana Bela Ferreira Cruzeiro,Jean-Claude Zambrini Pdf

Author : S Albeverio,P Blanchard,L Ferreira,T Hida,Y Kondratiev,R Vilela Mendes
Publisher : World Scientific
Page : 464 pages
File Size : 44,6 Mb
Release : 2000-11-24
Category : Science
ISBN : 9789814492270

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Mathematical Physics and Stochastic Analysis by S Albeverio,P Blanchard,L Ferreira,T Hida,Y Kondratiev,R Vilela Mendes Pdf

In October 1998 a conference was held in Lisbon to celebrate Ludwig Streit's 60th birthday. This book collects some of the papers presented at the conference as well as other essays contributed by the many friends and collaborators who wanted to honor Ludwig Streit's scientific career and personality. The contributions cover many aspects of contemporary mathematical physics. Of particular importance are new results on infinite-dimensional stochastic analysis and its applications to a wide range of physical domains. List of Contributors: S Albeverio, T Hida, L Accardi, I Ya Aref'eva, I V Volovich; A Daletskii, Y Kondratiev, W Karwowski, N Asai, I Kubo, H-H Kuo, J Beckers, Ph Blanchard, G F Dell'Antonio, D Gandolfo, M Sirugue-Collin, A Bohm, H Kaldass, D Bollé, G Jongen, G M Shim, J Bornales, C C Bernido, M V Carpio-Bernido, G Burdet, Ph Combe, H Nencka, P Cartier, C DeWitt-Morette, H Ezawa, K Nakamura, K Watanabe, Y Yamanaka, R Figari, F Gesztesy, H Holden, R Gielerak, G A Goldin, Z Haba, M-O Hongler, Y Hu, B Oksendal, A Sulem, J R Klauder, C B Lang, V I Man'ko, H Ouerdiane, J Potthoff, E Smajlovic, M Röckner, E Scacciatelli, J L Silva, J Stochel, F H Szafraniec, L Vázquez, D N Kozakevich, S Jiménez, V R Vieira, P D Sacramento, R Vilela Mendes, D Volný, P Samek. Contents:Some Themes of the Scientific Work of Ludwig Streit (S Albeverio)Nonlinear Lie Algebras in Quantum Physics and Their Interest in Quantum Field Theory (J Beckers)Rigged Hilbert Space Resonances and Time Asymmetric Quantum Mechanics (A Bohm & H Kaldass)The Relativistic Aharonov-Bohm-Coulomb Problem: A Path Integral Solution (J Bornales et al.)Time Dependent and Nonlinear Point Interactions (R Figari)Stochastic Processes and the Feynman Integral (Z Haba)Nonrenormalizability and Nontriviality (J R Klauder)On the Spectrum of Lattice Dirac Operators (C B Lang)External and Internal Geometry on Configuration Spaces (J L Silva)Spinor Description of a General Spin-J System (V R Vieira & P D Sacramento)and other papers Readership: Theoretical physicists, mathematical physicists, mathematicians, computer scientists and economists. Keywords:

Author : Gerard Ben Arous
Publisher : World Scientific
Page : 158 pages
File Size : 49,8 Mb
Release : 2008
Category : Science
ISBN : 9789812791542

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Stochastic Analysis in Mathematical Physics by Gerard Ben Arous Pdf

The ideas and principles of stochastic analysis have managed to penetrate into various fields of pure and applied mathematics in the last 15 years; it is particularly true for mathematical physics. This volume provides a wide range of applications of stochastic analysis in fields as varied as statistical mechanics, hydrodynamics, Yang-Mills theory and spin-glass theory.The proper concept of stochastic dynamics relevant to each type of application is described in detail here. Altogether, these approaches illustrate the reasons why their dissemination in other fields is likely to accelerate in the years to come.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 43,6 Mb
Release : 2024-05-23
Category : Electronic
ISBN : 9789814471879

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Stochastic Analysis in Mathematical Physics by Anonim Pdf

Author : Richard Bellman
Publisher : American Mathematical Soc.
Page : 328 pages
File Size : 48,8 Mb
Release : 1964
Category : Engineering mathematics
ISBN : 9780821813164

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Stochastic Processes in Mathematical Physics and Engineering by Richard Bellman Pdf

Author : Sergio Albeverio
Publisher : World Scientific
Page : 466 pages
File Size : 51,6 Mb
Release : 2000
Category : Science
ISBN : 9810244401

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Mathematical Physics and Stochastic Analysis by Sergio Albeverio Pdf

In October 1998 a conference was held in Lisbon to celebrate Ludwig Streit's 60th birthday. This book collects some of the papers presented at the conference as well as other essays contributed by the many friends and collaborators who wanted to honor Ludwig Streit's scientific career and personality.The contributions cover many aspects of contemporary mathematical physics. Of particular importance are new results on infinite-dimensional stochastic analysis and its applications to a wide range of physical domains.List of Contributors: S Albeverio, T Hida, L Accardi, I Ya Aref'eva, I V Volovich; A Daletskii, Y Kondratiev, W Karwowski, N Asai, I Kubo, H-H Kuo, J Beckers, Ph Blanchard, G F Dell'Antonio, D Gandolfo, M Sirugue-Collin, A Bohm, H Kaldass, D Boll‚, G Jongen, G M Shim, J Bornales, C C Bernido, M V Carpio-Bernido, G Burdet, Ph Combe, H Nencka, P Cartier, C DeWitt-Morette, H Ezawa, K Nakamura, K Watanabe, Y Yamanaka, R Figari, F Gesztesy, H Holden, R Gielerak, G A Goldin, Z Haba, M-O Hongler, Y Hu, B Oksendal, A Sulem, J R Klauder, C B Lang, V I Man'ko, H Ouerdiane, J Potthoff, E Smajlovic, M R”ckner, E Scacciatelli, J L Silva, J Stochel, F H Szafraniec, L V zquez, D N Kozakevich, S Jim‚nez, V R Vieira, P D Sacramento, R Vilela Mendes, D Voln?, P Samek.

Author : Michael Demuth,Werner Kirsch
Publisher : Springer Science & Business Media
Page : 339 pages
File Size : 47,7 Mb
Release : 2014-07-08
Category : Mathematics
ISBN : 9783034805919

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Mathematical Physics, Spectral Theory and Stochastic Analysis by Michael Demuth,Werner Kirsch Pdf

This volume presents self-contained survey articles on modern research areas written by experts in their fields. The topics are located at the interface of spectral theory, theory of partial differential operators, stochastic analysis, and mathematical physics. The articles are accessible to graduate students and researches from other fields of mathematics or physics while also being of value to experts, as they report on the state of the art in the respective fields.

Author : Sergio Albeverio,Raphael Høegh-Krohn,Jens Erik Fenstad,Tom Lindstrøm
Publisher : Unknown
Page : 0 pages
File Size : 52,8 Mb
Release : 1986
Category : Science
ISBN : 0120488604

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Nonstandard Methods in Stochastic Analysis and Mathematical Physics by Sergio Albeverio,Raphael Høegh-Krohn,Jens Erik Fenstad,Tom Lindstrøm Pdf

Author : Huaizhong Zhao,Aubrey Truman
Publisher : World Scientific
Page : 458 pages
File Size : 54,5 Mb
Release : 2012
Category : Mathematics
ISBN : 9789814360913

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New Trends in Stochastic Analysis and Related Topics by Huaizhong Zhao,Aubrey Truman Pdf

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Author : Robert C. Dalang,Marco Dozzi,Franco Flandoli,Francesco Russo
Publisher : Birkhäuser
Page : 393 pages
File Size : 50,5 Mb
Release : 2015-07-28
Category : Mathematics
ISBN : 9783034809092

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Stochastic Analysis: A Series of Lectures by Robert C. Dalang,Marco Dozzi,Franco Flandoli,Francesco Russo Pdf

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini