Stochastic Processes - Mathematics and Physics II
Proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15-19, 1985
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Beschreibung
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.
Autor*in
Sergio Albeverio
Themen in »Stochastic Processes - Mathematics and Physics II«
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