brown  (13.872 Angebote unter 29.193.389 Artikeln)

The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively. Today it provides a huge arsenal of methods suitable for analyzing the influence of noi...

This text on the statistical theory of nonequilibrium phenomena grew out of lecture notes for courses on advanced statistical mechanics that were held more or less regularly at the Physics Departme...

Light, atoms, and singularities.- How random are random walks ?.- Classical solutions for SPDEs with Dirichlet boundary conditions.- Credit Risk: The structural approach revisited.- Classical solut...

"Stochastic Processes in Quantum Physics" addresses the question 'What is the mathematics needed for describing the movement of quantum particles', and shows that it is the theory of stochastic (in...

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics...

The interplay between the spectral theory of Schr|dinger operators and probabilistic considerations forms the main theme of these notes, written for the non-specialist reader and intended to provid...

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered...

This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for ...

An introduction to stochastic processes for physicists.- Stochastic differential equations with non-Markov processes.- Aspects of the theory of brownian motion.- Path-integral methods in Nonequilib...

Stochastic Integration and Differential Equations

Random measures and stochastic integration.- A topological invariant for linear systems describing some random fields.- Gaussian random fields and Gaussian evolutions.- Remarks on convergence of fe...

The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problem...

This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chap...

Stochastic lie group-valued measures and their relations to stochastic curve integrals, gauge fields and markov cosurfaces.- Existence and sample path properties of the diffusions in Nelson's stoch...

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered...