Stochastic Analysis and Applications

1. Front Matter

   Pages ii-viii

   PDF

2. Conformally Invariant Random Fields and Processes—Old and New

   • S. Albeverio, K. Iwata, T. Kolsrud

   Pages 1-10

3. Diffusion Processes with singular Dirichlet forms

   • Sergio Albeverio, Zhi Ming Ma

   Pages 11-28

4. Geometric Quantization on Wiener Manifolds

   • Lars Andersson, Gunnar Peters

   Pages 29-51

5. Heat Kernels on Lie Groups

   • Maria Teresa Arede

   Pages 52-62

6. Weak Sobolev Inequalities

   • Dominique Bakry

   Pages 63-81

7. Feynman’s Functional Calculus and Stochastic Calculus of Variations

   • Ana Bela Cruzeiro, Jean Claude Zambrini

   Pages 82-95

8. Manifolds and Graphs with Mostly Positive Curvatures

   • K. D. Elworthy

   Pages 96-110

9. The Thom Class of Mathai and Quillen and Probability Theory

   • Ezra Getzler

   Pages 111-122

10. The General Mathematical Framework of Euclidean Quantum Mechanics, an Outline

    • Torbjörn Kolsrud, Jean-Claude Zambrini

    Pages 123-143

11. Naturality of Quasi-Invariance of Some Measures

    • Paul Malliavin

    Pages 144-154

12. Stochastic Differential Equations with Boundary Conditions

    • David Nualart, Etienne Pardoux

    Pages 155-175

13. Sobolev Inequalities and Polynomial Decay of Convolution Powers and Random Walks

    • Laurent Saloff-Coste

    Pages 176-189

14. Microcanonical Distributions for one Dimensional Lattice Gases

    • Daniel W. Stroock

    Pages 190-197

At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu­ gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some­ times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac­ tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.

• Dirichlet form
• Probability theory
• Stochastic calculus
• Variance
• diffusion process
• linear optimization
• random walk

• Instituto de Fisica e Matematica (INIC), Lisboa Codex, Portugal

  Ana Bela Cruzeiro

• Department of Mathematics, Royal Institute of Technology, Stockholm, Sweden

  Jean Claude Zambrini

Policies and ethics