Stochastic and infinite dimensional analysis
Author(s)
Bibliographic Information
Stochastic and infinite dimensional analysis
（Trends in mathematics）
Birkhäuser , Springer, c2016
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Note
Includes bibliographical references
Other editors: Maria Victoria Carpio-Bernido, Martin Grothaus, Tobias Kuna, Maria João Oliveira, José Luís da Silva
Description and Table of Contents
Description
This volume
presents a collection of papers covering applications from a wide range of
systems with infinitely many degrees of freedom studied using techniques from
stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the
statistical mechanics of polymer chains, complex networks, and quantum field
theory. Systems of infinitely many degrees of freedom create their particular
mathematical challenges which have been addressed by different mathematical
theories, namely in the theories of stochastic processes, Malliavin calculus,
and especially white noise analysis.
These
proceedings are inspired by a conference held on the occasion of Prof. Ludwig
Streit's 75th birthday and celebrate his pioneering and ongoing work in these
fields.
Table of Contents
Preface.- Along paths inspired by Ludwig Streit: Stochastic equations for quantum fields and related systems.- Detecting hierarchical communities in net-works: a new approach.- Transition Probabilities for Processes with Memory on Topological Non-trivial Spaces.- Generalized Scaling Operators in White Noise Analysis and Applications to Hamiltonian Path Integrals with Quadratic Action.- Computer Simulations of Self-Repelling Fractional Brownian Motion.- Principal Solutions Revisited.- Laplace operators in gamma analysis.- 38 years with Professor Ludwig Streit.- Quasi-analyticity and determinacy of the full moment problem from finite to infinite dimensions.- Elements for the Retrieval of the Solar Spectrum on the Surface of Mars from an Array of Photodiodes.- Stochastic processes on ends of tree and Dirichlet forms.- Completing Canonical Quantization, and Its Role in Nontrivial Scalar Field Quantization.- Stochastic solutions of nonlinear PDE's and an extension of superprocesses.- Maximum likelihood drift estimation for the mixing of two fractional Brownian motions.- Existence of density for solutions of mixed stochastic equations.
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