Stochastic analysis and mathematical physics

A.B. Cruzeiro, J.-C. Zambrini

160 pages, parution le 03/12/2001

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Résumé

Nine survey articles in this volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics.

Key topics covered: non linear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropie projections, the martingale problem and Markov uniqueness of infinite dimensional Nelson diffusions, analysis in geometric probability theory, measure-preserving shifts on the Wiener space, cohomology on loop spaces, and stochastic Volterra equations.

Contents

Preface
1. Functorial Analysis in Geometric Probability Theory (H. Airault/ P. Malliavin)
2. Stochastic Volterra Equations with Singular Kernels (L. Coutin/ L. Decreusefond)
3. Stochastic Diffeology and Homotopy (R. Léandre)
4. Some Results on Entropic Projections (C. Léonard)
5. Mehler-type Semigroups on Hilbert Spaces and Their Generators (P. Lescot)
6. Singular Limiting Behavior in Nonlinear Stochastic Wave Equations (M. Oberguggenberger/ F. Russo)
7. Complete Positivity and Open Quantum Systems (R. Rebolledo)
8. Properties of Measure-preserving Shifts on the Wiener Space (A.S. Ustunel)
9. Martingale and Markov Uniqueness of Infinite Dimensional Nelson Diffusions (L. Wu)

L'auteur - J.-C. Zambrini

Universidade de Lisboa, Portugal

Caractéristiques techniques

	PAPIER
Éditeur(s)	Birkhäuser
Auteur(s)	A.B. Cruzeiro, J.-C. Zambrini
Parution	03/12/2001
Nb. de pages	160
Format	15,7 x 24
Couverture	Relié
Poids	451g
Intérieur	Noir et Blanc
EAN13	9780817642464
ISBN13	978-0-8176-4246-4