Advertisement

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

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

  • 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
  • Buy this book on publisher's site
Industry Sectors
Pharma
Biotechnology
Finance, Business & Banking
IT & Software
Telecommunications
Consumer Packaged Goods
Aerospace
Oil, Gas & Geosciences
Engineering