Stochastic processes, mathematics and physics II : proceedings of the 2nd BiBoS Symposium, held in Bielefeld, West Germany, April 15-19, 1985
著者
書誌事項
Stochastic processes, mathematics and physics II : proceedings of the 2nd BiBoS Symposium, held in Bielefeld, West Germany, April 15-19, 1985
（Lecture notes in mathematics, 1250）
Springer-Verlag, c1987
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- : us
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注記
"The Second Symposium on "Stochastic Processes: Mathematics and Physics" was held at the Center for Interdisciplinary Research, Bielefeld University, in Arpil 1985. It was organized by the Bielefeld - Bochum Research Center Stochastics (BiBoS)."--Pref.
内容説明・目次
内容説明
This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics.
Main topics include: statistical mechanics, stochastic mechanics, differential geometry, stochastic proesses, quantummechanics, quantum field theory, probability measures, central limit theorems, stochastic differential equations, Dirichlet forms.
目次
Jump processes related to the two dimensional dirac equation.- A constructive characterization of radon probability measures on infinite dimensional spaces.- A "Brownian motion" with constant speed.- The semi-martingale approach to the optimal resource allocation in the controlled labour-surplus economy.- A central limit theorem for the laplacian in regions with many small holes.- On dirichlet forms with random data-Recurrence and homogenization.- A nicolai map for supersymmetric quantum mechanics on riemannian manifolds.- Stochastic equations for some Euclidean fields.- Percolation of the two-dimensional ising model.- How do stochastic processes enter into physics?.- Estimates on the difference between succeeding eigenvalues and Lifshitz tails for random Schroedinger operators.- On identification for distributed parameter systems.- Fock space and probability theory.- On a transformation of symmetric markov process and recurrence property.- On absolute continuity of two symmetric diffusion processes.- Collective phenomena in stochastic particle systems.- Boundary problems for stochastic partial differential equations.- Generalized one-sided stable distributions.- Quantum fields, gravitation and thermodynamics.- Self-repellent random walks and polymer measures in two dimensions.- On the uniquness of the markovian self-adjoint extension.- Representations of the group of equivariant loops in SU(N).- Proof of an algebraic central limit theorem by moment generating functions.- Averaging and fluctuations of certain stochastic equations.- Semimartingale with smooth density - The problem of "nodes".
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