Stochastic Processes, Physics and Geometry: New Interplays. II

Stochastic Processes, Physics and Geometry: New Interplays. II PDF Author: Sergio Albeverio
Publisher: American Mathematical Soc.
ISBN: 9780821819609
Category : Mathematics
Languages : en
Pages : 650

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Book Description
This volume and Stochastic Processes, Physics and Geometry: New Interplays I present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Stochastic Processes, Physics and Geometry: New Interplays. II

Stochastic Processes, Physics and Geometry: New Interplays. II PDF Author: Sergio Albeverio
Publisher: American Mathematical Soc.
ISBN: 9780821819609
Category : Mathematics
Languages : en
Pages : 650

Get Book Here

Book Description
This volume and Stochastic Processes, Physics and Geometry: New Interplays I present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Stochastic Processes, Physics and Geometry: New Interplays. I

Stochastic Processes, Physics and Geometry: New Interplays. I PDF Author: Sergio Albeverio
Publisher: American Mathematical Soc.
ISBN: 9780821819593
Category : Mathematics
Languages : en
Pages : 348

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Book Description
This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Hyperfinite Dirichlet Forms and Stochastic Processes

Hyperfinite Dirichlet Forms and Stochastic Processes PDF Author: Sergio Albeverio
Publisher: Springer Science & Business Media
ISBN: 3642196594
Category : Mathematics
Languages : en
Pages : 295

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Book Description
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

Spectral Analysis, Differential Equations and Mathematical Physics: A Festschrift in Honor of Fritz Gesztesy's 60th Birthday

Spectral Analysis, Differential Equations and Mathematical Physics: A Festschrift in Honor of Fritz Gesztesy's 60th Birthday PDF Author: Helge Holden
Publisher: American Mathematical Soc.
ISBN: 0821875744
Category : Mathematics
Languages : en
Pages : 409

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Book Description
This volume contains twenty contributions in the area of mathematical physics where Fritz Gesztesy made profound contributions. There are three survey papers in spectral theory, differential equations, and mathematical physics, which highlight, in particu

Solvable Models in Quantum Mechanics

Solvable Models in Quantum Mechanics PDF Author: Sergio Albeverio
Publisher: American Mathematical Soc.
ISBN: 0821836242
Category : Science
Languages : en
Pages : 506

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Book Description
"This monograph presents a detailed study of a class of solvable models in quantum mechanics that describe the motion of a particle in a potential having support at the positions of a discrete (finite or infinite) set of point sources. Both situations–where the strengths of the sources and their locations are precisely known and where these are only known with a given probability distribution–are covered. The authors present a systematic mathematical approach to these models and illustrate its connections with previous heuristic derivations and computations. Results obtained by different methods in disparate contexts are thus unified and a systematic control over approximations to the models, in which the point interactions are replaced by more regular ones, is provided. The first edition of this book generated considerable interest for those learning advanced mathematical topics in quantum mechanics, especially those connected to the Schrödinger equations. This second edition includes a new appendix by Pavel Exner, who has prepared a summary of the progress made in the field since 1988. His summary, centering around two-body point interaction problems, is followed by a bibliography focusing on essential developments made since 1988. appendix by Pavel Exner, who has prepared a summary of the progress made in the field since 1988. His summary, centering around two-body point interaction problems, is followed by a bibliography focusing on essential developments made since 1988."--Résumé de l'éditeur.

Stochastic Analysis and Mathematical Physics (SAMP/ANESTOC 2002)

Stochastic Analysis and Mathematical Physics (SAMP/ANESTOC 2002) PDF Author: Richard Phillips Feynman
Publisher: World Scientific
ISBN: 9812560645
Category : Science
Languages : en
Pages : 313

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Book Description
The book collects a series of papers centered on two main streams: Feynman path integral approach to Quantum Mechanics and statistical mechanics of quantum open systems. Key authors discuss the state-of-the-art within their fields of expertise. In addition, the volume includes a number of contributed papers with new results, which have been thoroughly refereed.The contributions in this volume highlight emergent research in the area of stochastic analysis and mathematical physics, focusing, in particular on Feynman functional integral approach and, on the other hand, in quantum probability. The book is addressed to an audience of mathematical physicists, as well as specialists in probability theory, stochastic analysis and operator algebras.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Recent Development in Stochastic Dynamics and Stochastic Analysis

Recent Development in Stochastic Dynamics and Stochastic Analysis PDF Author: Jinqiao Duan
Publisher: World Scientific
ISBN: 9814277266
Category : Mathematics
Languages : en
Pages : 306

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Book Description
1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- 3. Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- 4. Stochastic quantification of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- 5. Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- 6. Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- 7. Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- 8. A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- 9. The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- 10. Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- 11. Class II semi-subgroups of the infinite dimensional rotation group and associated Lie algebra / Takeyuki Hida and Si Si -- 12. Stopping Weyl processes / Robin L. Hudson -- 13. Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- 14. Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- 15. On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- 16. Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- 17. A short presentation of Choquet integral / Jia-An Yan

Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1100

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Book Description


Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion

Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion PDF Author: Horst Osswald
Publisher: Cambridge University Press
ISBN: 1107016142
Category : Mathematics
Languages : en
Pages : 429

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Book Description
After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.

A Minicourse on Stochastic Partial Differential Equations

A Minicourse on Stochastic Partial Differential Equations PDF Author: Robert Dalang
Publisher: Springer
ISBN: 3540859942
Category : Mathematics
Languages : en
Pages : 230

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Book Description
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.