Ideas And Methods In Mathematical Analysis Stochastics And Applications Volume 1

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Ideas and Methods in Mathematical Analysis, Stochastics, and Applications: Volume 1

Author: Sergio Albeverio
language: en
Publisher: Cambridge University Press
Release Date: 1992-06-26
A collection of essays by many of the closest co-workers of Raphael Høegh-Krohn.
Stochastic Processes, Physics and Geometry: New Interplays. I

Author: Sergio Albeverio
language: en
Publisher: American Mathematical Soc.
Release Date: 2000
A selection of 21 contributions from invited speakers treat advanced topics at the interface between mathematics and physics. Most are high-level research papers, but some overview their topics, among which are growth and saturation in random media, the maximal dissipativity of the Dirichlet operator corresponding to the Burgers equation, the square of the self-intersection local time of Brownian motion, the spectral theory of sparse potentials, and diffusions on simple configuration spaces. Additional short contributions pay tribute to Swiss-born physicist Albeverio. A second volume presents selected volunteer papers. There is no index. Annotation copyrighted by Book News, Inc., Portland, OR
Stochastic Analysis

Author: Michael Craig Cranston
language: en
Publisher: American Mathematical Soc.
Release Date: 1995
This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Itô's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Institute on Stochastic Analysis, held in July 1993 at Cornell University. Many of the papers are largely expository in character while containing new results.