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Tuesday, April 21, 2020 | History

6 edition of Stochastic analysis in mathematical physics found in the catalog.

Stochastic analysis in mathematical physics

proceedings of a satellite conference of ICM 2006, Lisbon, Portugal, 4-8 September 2006

by ICM 2006 (2006 Lisbon, Portugal)

  • 7 Want to read
  • 9 Currently reading

Published by World Scientific in [Hackensack,] N.J .
Written in English

    Subjects:
  • Stochastic processes -- Congresses,
  • Mathematical physics -- Congresses

  • Edition Notes

    Includes bibliographical references.

    Statementeditors, Gerard Ben Arous ... [et al.].
    GenreCongresses.
    ContributionsArous, Gerard Ben., Universidade de Lisboa. Grupo de Física Matemática.
    Classifications
    LC ClassificationsQC20.7.S8 I286 2006
    The Physical Object
    Paginationx, 147 p. :
    Number of Pages147
    ID Numbers
    Open LibraryOL16821416M
    ISBN 10981279154X
    ISBN 109789812791542
    LC Control Number2008273179


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Stochastic analysis in mathematical physics by ICM 2006 (2006 Lisbon, Portugal) Download PDF EPUB FB2

This book develops methods of Global Analysis and Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as divergent and requiring different methods of investigationCited by: Buy Stochastic Analysis and Mathematical Physics Samp/Anestoc Proceedings of the Mathematical Legacy of R P Feynman Lisbon, Portugal, 3- 7 June on FREE SHIPPING on qualified orders.

This book is the first in monographic literature giving a common treatment to three areas of applications of Global Analysis in Mathematical Physics previously considered quite Stochastic analysis in mathematical physics book from each other, namely, differential geometry applied to Stochastic analysis in mathematical physics book mechanics, stochastic differential geometry used in quantum and statistical mechanics, and infinite-dimensional differential geometry fundamental for Cited by:   The book is addressed to an audience of mathematical physicists, as well as specialists in probability theory, stochastic analysis and operator algebras.

The proceedings have been selected for coverage in: • Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings) • CC Proceedings — Engineering & Physical Sciences.

The contributions cover many aspects of contemporary mathematical physics. Of particular importance are new results on infinite-dimensional stochastic analysis and its applications to a wide range of physical domains. Applications of nonstandard analysis to stochastic processes are treated at length, and the authors present numerous applications to mathematical physics.

Additional topics include hyperfinite Dirichlet forms and Markov processes, differential operators, and hyperfinite lattice by:   It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events).

Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochastic processes, Brownian motion and its.

Global and Stochastic Analysis with Applications to Mathematical Physics covers branches of mathematics that are currently absent in monograph form. Through the demonstration of new topics of investigation and results, both in traditional and more recent problems, this book offers a fresh perspective on ordinary and stochastic differential equations and inclusions (in particular, given in.

"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics .