Stochastic Processes — Mathematics and Physics II: Proceedings of the 2nd BiBoS Symposium held in Bielefeld, West Germany, April 15–19, 1985

Ph. Blanchard, Ph. Combe, M. Sirugue (auth.), Sergio Albeverio, Philippe Blanchard, Ludwig Streit (eds.)9780387177977, 0-387-17797-3

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.

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Table of contents :
Jump processes related to the two dimensional dirac equation….Pages 1-13
A constructive characterization of radon probability measures on infinite dimensional spaces….Pages 14-30
A “Brownian motion” with constant speed….Pages 31-35
The semi-martingale approach to the optimal resource allocation in the controlled labour-surplus economy….Pages 36-74
A central limit theorem for the laplacian in regions with many small holes….Pages 75-86
On dirichlet forms with random data—Recurrence and homogenization….Pages 87-97
A nicolai map for supersymmetric quantum mechanics on riemannian manifolds….Pages 98-105
Stochastic equations for some Euclidean fields….Pages 106-119
Percolation of the two-dimensional ising model….Pages 120-127
How do stochastic processes enter into physics?….Pages 128-137
Estimates on the difference between succeeding eigenvalues and Lifshitz tails for random Schrödinger operators….Pages 138-151
On identification for distributed parameter systems….Pages 152-159
Fock space and probability theory….Pages 160-170
On a transformation of symmetric markov process and recurrence property….Pages 171-183
On absolute continuity of two symmetric diffusion processes….Pages 184-194
Collective phenomena in stochastic particle systems….Pages 195-232
Boundary problems for stochastic partial differential equations….Pages 233-268
Generalized one-sided stable distributions….Pages 269-287
Quantum fields, gravitation and thermodynamics….Pages 288-297
Self-repellent random walks and polymer measures in two dimensions….Pages 298-318
On the uniquness of the markovian self-adjoint extension….Pages 319-325
Representations of the group of equivariant loops in SU(N)….Pages 326-341
Proof of an algebraic central limit theorem by moment generating functions….Pages 342-347
Averaging and fluctuations of certain stochastic equations….Pages 348-355
Semimartingale with smooth density — The problem of “nodes”….Pages 356-359