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Stochastic Analysis and Applications in Physics (Paperback, Softcover reprint of the original 1st ed. 1994)
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Stochastic Analysis and Applications in Physics (Paperback, Softcover reprint of the original 1st ed. 1994)
Series: NATO Science Series C, 449
Expected to ship within 10 - 15 working days
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Stochastic analysis and its various applications in physics have to
a large extent developed symbiotically. In the past decades
mathematics has provided physics witb a vast and rapidly expanding
array of tools and methods, while on the other hand physics has
counted among the sources of direction and of structural intuition
for the mathematical research in stochastics. We hope to have
captured some of the focal points of this dialogue in the NATO AS!
"Stochastic Analysis and its Applications in Physics" and in the
present volume. On the mathematical side White Noise Analysis has
emerged as a viable frame* work for stochastic and infinite
dimensional analysis (Hida, Streit). Another growth point is the
theory of stochastic partial differential equations and their
applications (8ertini et aI., 0ksendal, Potthoff, Russo, Sinior).
Gauge field theories have in- creasingly attracted the attention
not only of physicists but of mathematicians as well (Gross,
Liandre, Sengupta). On the other hand the contributions of Lang and
of Vilela Mendes show the extent to which stochastic methods have
found a place in the physicists' toolbox. Dirichlet forms provide a
fruitful link between the mathematics of Markov processes and
fields and the physics of quantum systems (Albeverio et al.). The
deterministic-stochastic nterface i was addressed by Collet and by
Mandrekar, Euclidean quantum mechanics by Cruzeiro and Zambrini,
excursions of diffusions by Truman, and Kubo-Martin*Schwinger norms
of statistical mechanics by Streater. So much for a rapid synopsis
of the material represented in the present volume.
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