Stochastic analysis and mathematical physics

Stochastic analysis and mathematical physics

by Cruzeiro, A. B., (Ana Bela Ferreira) Zambrini, Jean-Claude

Type Book
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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, a…

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Title Statements

  • Full title :Stochastic analysis and mathematical physics / A.B. Cruzeiro, J.-C. Zambrini, editors.

Summary

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.

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Edition Statements

  • Publication Date:©2001.

Publication Statements

  • Publisher(s):Birkhäuser
  • Place of Publication:Boston
  • Language:eng
  • Publication Date:©2001.

The Physical Object

  • Description:1 online resource (158 pages)

Edition Identifiers

  • ISBN:9781461266242, 1461266246, 9781461201274, 1461201276
  • DOI:10.1007/978-1-4612-0127-4
  • oclc:ocn680294186
  • LC Classification:QC20.7.S8
  • Dewey Decimal:519.2

Table of Contents

Functorial analysis in geometric probability theory / by Hélène Airault and Paul Malliavin -- Stochastic volterra equations with singular kernels / by L. Coutin and L. Decreusefond -- Stochastic diffeology and homotopy / by Remi Léandre -- Some results on entropic projections / by C. Léonard -- Mehler-type semigroups on Hilbert spaces and their generators / by Paul Lescot -- Singular limiting behavior in nonlinear stochastic wave equations / by Michael Oberguggenberger and Francesco Russo -- Complete positivity and open quantum systems / by Rolando Rebolledo -- Properties of measure-preserving shifts on the Wiener space / A.S. Üstünel -- Martingale and Markov uniqueness of infinite dimensional Nelson diffusions / by Liming Wu.

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