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© 1987

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
  2. Ph. Blanchard, Ph. Combe, M. Sirugue, M. Sirugue-Collin
    Pages 1-13
  3. Ian M. Davies
    Pages 31-35
  4. M. Fukushima, S. Nakao, M. Takeda
    Pages 87-97
  5. Yasunari Higuchi
    Pages 120-127
  6. N. G. van Kampen
    Pages 128-137
  7. Timo Koski, Åbo Akademi, Wilfried Loges
    Pages 152-159
  8. P. A. Meyer
    Pages 160-170
  9. Yoichi Oshima, Masayoshi Takeda
    Pages 171-183
  10. W. R. Schneider
    Pages 269-287
  11. 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

  • Book Title Stochastic Processes — Mathematics and Physics II
  • Book Subtitle Proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15–19, 1985
  • Editors Sergio Albeverio
    Philippe Blanchard
    Ludwig Streit
  • Series Title Lecture Notes in Mathematics
  • Series Abbreviated Title Lecture Notes in Mathematics
  • DOI https://doi.org/10.1007/BFb0077343
  • Copyright Information Springer-Verlag Berlin Heidelberg 1987
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-17797-5
  • eBook ISBN 978-3-540-47835-5
  • Series ISSN 0075-8434
  • Series E-ISSN 1617-9692
  • Edition Number 1
  • Number of Pages VIII, 360
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
  • Buy this book on publisher's site
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