Stochastic Processes in Physics and Engineering

  • Sergio Albeverio
  • Philip Blanchard
  • Michiel Hazewinkel
  • Ludwig Streit

Part of the Mathematics and Its Applications book series (MAIA, volume 42)

Table of contents

  1. Front Matter
    Pages i-xi
  2. G. L. Blankenship, A. LaVigna, D. C. MacEnany, J. P. Quadrat, I. Yan
    Pages 17-61
  3. A. Grossmann
    Pages 149-157
  4. Takeyuki Hida, Kimiaki Saito
    Pages 177-184
  5. R. Hut, G. J. Olsder
    Pages 185-192
  6. A. G. Z. Kemna, A. C. F. Vorst
    Pages 193-203
  7. George P. Papavassilopoulos
    Pages 223-236
  8. L. Pietronero, C. Evertsz, A. P. Siebesma
    Pages 253-278
  9. W. R. Schneider
    Pages 279-304
  10. Back Matter
    Pages 403-415

About this book


Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. O. K. Chesterton. The Scandal of Father 'The Hermit Qad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gu!ik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.


Generator Parameter Power Variation correlation stochastic processes

Editors and affiliations

  • Sergio Albeverio
    • 1
  • Philip Blanchard
    • 2
  • Michiel Hazewinkel
    • 3
  • Ludwig Streit
    • 2
  1. 1.Fachbereich MathematikRuhr-Universität BochumBochumGermany
  2. 2.Fakultät für PhysikUniversilät BielefeldBielefeld 1Germany
  3. 3.Centrum voor Wiskunde en InformaticaAmsterdamThe Netherlands

Bibliographic information

  • DOI
  • Copyright Information Springer Science+Business Media B.V. 1988
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-94-010-7803-0
  • Online ISBN 978-94-009-2893-0
  • Buy this book on publisher's site