Stochastic Processes - Mathematics and Physics II

1. Front Matter

   Pages I-VI

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2. Jump processes related to the two dimensional dirac equation

   • Ph. Blanchard, Ph. Combe, M. Sirugue, M. Sirugue-Collin

   Pages 1-13

3. A constructive characterization of radon probability measures on infinite dimensional spaces

   • E. Bruning

   Pages 14-30

4. A "Brownian motion" with constant speed

   • Ian M. Davies

   Pages 31-35

5. The semi-martingale approach to the optimal resource allocation in the controlled labour-surplus economy

   • M. H. A. Davis, Guillermo L. Gómez M.

   Pages 36-74

6. A central limit theorem for the laplacian in regions with many small holes

   • R. Figari, S. Teta, E. Orlandi

   Pages 75-86

7. On dirichlet forms with random data—Recurrence and homogenization

   • M. Fukushima, S. Nakao, M. Takeda

   Pages 87-97

8. A nicolai map for supersymmetric quantum mechanics on riemannian manifolds

   • R. Graham, D. Roekaerts

   Pages 98-105

9. Stochastic equations for some Euclidean fields

   • Z. Haba

   Pages 106-119

10. Percolation of the two-dimensional ising model

    • Yasunari Higuchi

    Pages 120-127

11. How do stochastic processes enter into physics?

    • N. G. van Kampen

    Pages 128-137

12. Estimates on the difference between succeeding eigenvalues and Lifshitz tails for random Schrödinger operators

    • Werner Kirsch

    Pages 138-151

13. On identification for distributed parameter systems

    • Timo Koski, Åbo Akademi, Wilfried Loges

    Pages 152-159

14. Fock space and probability theory

    • P. A. Meyer

    Pages 160-170

15. On a transformation of symmetric markov process and recurrence property

    • Yoichi Oshima, Masayoshi Takeda

    Pages 171-183

16. On absolute continuity of two symmetric diffusion processes

    • Y. Oshima

    Pages 184-194

17. Collective phenomena in stochastic particle systems

    • Errico Presutti

    Pages 195-232

18. Boundary problems for stochastic partial differential equations

    • Yu. A. Rozanov

    Pages 233-268

19. Generalized one-sided stable distributions

    • W. R. Schneider

    Pages 269-287

20. Quantum fields, gravitation and thermodynamics

    • Geoffrey L. Sewell

    Pages 288-297

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.

• 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

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