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Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by 'time'. And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist - and not only he - sits there with some heuristic ansatz, like e.g. the famous Feynman 'integral', wondering whether and how this might make sense mathematically. In many cases the characterization theorem of white noise analysis provides the user with a sweet and easy answer. Feynman's 'integral' can now be understood, the 'It's all in the vacuum' ansatz of Haag and Coester is now making sense via Dirichlet forms, and so on in many fields of application. There is mathematical finance, there have been applications in biology, and engineering, many more than we could collect in the present volume.Finally, there is one extra benefit: when we internalize the structures of Gaussian white noise analysis we will be ready to meet another close relative. We will enjoy the important similarities and differences which we encounter in the Poisson case, championed in particular by Y Kondratiev and his group. Let us look forward to a companion volume on the uses of Poisson white noise.The present volume is more than a collection of autonomous contributions. The introductory chapter on white noise analysis was made available to the other authors early on for reference and to facilitate conceptual and notational coherence in their work.
The contributions to this volume review the mathematical description of complex phenomena from both a deterministic and stochastic point of view. The interface between theoretical models and the understanding of complexity in engineering, physics and chemistry is explored. The reader will find information on neural networks, chemical dissipation, fractal diffusion, problems in accelerator and fusion physics, pattern formation and self-organisation, control problems in regions of insta- bility, and mathematical modeling in biology.
The contributions to this volume deal with topics ranging over constructive and general quantum field theory and related algebraic problems, non-renormalizable models,equilibrium sta- tistical mechanics, critical phenomena, and nonlinear equations modelling the onset of turbulence. They are based on lectures intended to provide the 1975/1976 research group "Mathematical Problems of Quantum Dynamics" at the Centre for Interdisciplinary Research (ZiF) of Bielefeld University with an input reflecting important recent develop- ments and presented by leading experts in the pertinent fields of research. They further reflect a situation of unusually active and fruit- ful exchange not. only between various specializations of theoretical physics which deal with the specific problems of large systems but also of a lively two-way interaction with mathematics which stimulates and furthers the progress of both disciplines. Thanks are due to the contributors, to the Preparatory Committee - H. Behncke, P. Blanchard, K. Hepp, O. Steinmann, A.S.Wightman -, to the University of Bielefeld for the spon- sorship of these lectures, to the directors and staff of ZiF who made them possible, and to Miss V.C. Fulland and Miss M. Kamper for their calm and competent production of the manuscript.
This second BiBoS volume surveys recent developments in the theory
of stochastic processes. Particular attention is given to the
interaction between mathematics and physics.
This second BiBoS volume surveys recent developments in the theory
of stochastic processes. Particular attention is given to the
interaction between mathematics and physics.
This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.
http://www.worldscientific.com/worldscibooks/10.1142/0101
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