Stochastic Processes — Mathematics and Physics II

Proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15–19, 1985

  • Editors
  • Sergio Albeverio
  • Philippe Blanchard
  • Ludwig Streit
Conference proceedings

Part of the Lecture Notes in Mathematics book series (LNM, volume 1250)

Table of contents

  1. Front Matter
    Pages I-VI
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  2. Jump processes related to the two dimensional dirac equation
    Ph. Blanchard, Ph. Combe, M. Sirugue, M. Sirugue-Collin
    Pages 1-13
  3. A constructive characterization of radon probability measures on infinite dimensional spaces
    E. Bruning
    Pages 14-30
  4. A "Brownian motion" with constant speed
    Ian M. Davies
    Pages 31-35
  5. The semi-martingale approach to the optimal resource allocation in the controlled labour-surplus economy
    M. H. A. Davis, Guillermo L. Gómez M.
    Pages 36-74
  6. A central limit theorem for the laplacian in regions with many small holes
    R. Figari, S. Teta, E. Orlandi
    Pages 75-86
  7. On dirichlet forms with random data—Recurrence and homogenization
    M. Fukushima, S. Nakao, M. Takeda
    Pages 87-97
  8. A nicolai map for supersymmetric quantum mechanics on riemannian manifolds
    R. Graham, D. Roekaerts
    Pages 98-105
  9. Stochastic equations for some Euclidean fields
    Z. Haba
    Pages 106-119
  10. Percolation of the two-dimensional ising model
    Yasunari Higuchi
    Pages 120-127
  11. How do stochastic processes enter into physics?
    N. G. van Kampen
    Pages 128-137
  12. Estimates on the difference between succeeding eigenvalues and Lifshitz tails for random Schrödinger operators
    Werner Kirsch
    Pages 138-151
  13. On identification for distributed parameter systems
    Timo Koski, Åbo Akademi, Wilfried Loges
    Pages 152-159
  14. Fock space and probability theory
    P. A. Meyer
    Pages 160-170
  15. On a transformation of symmetric markov process and recurrence property
    Yoichi Oshima, Masayoshi Takeda
    Pages 171-183
  16. On absolute continuity of two symmetric diffusion processes
    Y. Oshima
    Pages 184-194
  17. Collective phenomena in stochastic particle systems
    Errico Presutti
    Pages 195-232
  18. Boundary problems for stochastic partial differential equations
    Yu. A. Rozanov
    Pages 233-268
  19. Generalized one-sided stable distributions
    W. R. Schneider
    Pages 269-287
  20. Quantum fields, gravitation and thermodynamics
    Geoffrey L. Sewell
    Pages 288-297

About these proceedings

Introduction

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.

Keywords

Brownian motion Dirichlet form Markov process Martingal Martingale Moment Probability theory Semimartingal Semimartingale diffusion process jump process random walk stochastic differential equation stochastic equation stochastic processes

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0077343
  • Copyright Information Springer-Verlag Berlin Heidelberg 1987
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-17797-5
  • Online ISBN 978-3-540-47835-5
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book