Stochastic Analysis And Mathematical Physics

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Nonstandard Methods in Stochastic Analysis and Mathematical Physics

Nonstandard Methods in Stochastic Analysis and Mathematical Physics
Stochastic Analysis and Mathematical Physics

Author: A.B. Cruzeiro
language: en
Publisher: Springer Science & Business Media
Release Date: 2012-12-06
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.