Gross, Leonard: Thermodynamics, statistical mechanics, and random fields.-Föllmer, Hans: Random fields and diffusion processes.- Nelson, Edward: Stochastic mechanics and random fields.- Albeverio, Sergio: Theory of Dirichlet forms and applications.
Sergio Albeverio Bücher
Sergio Albeverio ist ein Schweizer Mathematiker und mathematischer Physiker, der für seine umfangreichen Beiträge in zahlreichen Bereichen der Mathematik und ihrer Anwendungen bekannt ist. Seine Arbeit umfasst Wahrscheinlichkeitstheorie, Analysis, mathematische Physik, Algebra, Geometrie und Zahlentheorie. Er initiierte gemeinsam mit Raphael Høegh-Krohn eine systematische mathematische Theorie der Feynman-Pfadintegrale und unendlich-dimensionaler Dirichlet-Formen. Darüber hinaus leistete er wesentliche Beiträge zur Entwicklung der p-adischen Funktional- und stochastischen Analysis und initiierte einen neuen Ansatz zur Untersuchung der Entstehung von Galaxien und Planeten, inspiriert von der stochastischen Mechanik.






Hyperfinite dirichlet forms and stochastic processes
- 285 Seiten
- 10 Lesestunden
This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using „nonstandard analysis.“ Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.
Nonlinear Hyperbolic Equations, Spectral Theory, and Wavelet Transformations
A Volume of Advances in Partial Differential Equations
- 452 Seiten
- 16 Lesestunden
This volume focuses on recent developments in non-linear and hyperbolic equations. It will be a most valuable resource for researchers in applied mathematics, the theory of wavelets, and in mathematical and theoretical physics. Nine up-to-date contributions have been written on invitation by experts in the respective fields. The book is the third volume of the subseries „Advances in Partial Differential Equations“.
Parabolicity, Volterra Calculus, and Conical Singularities
A Volume of Advances in Partial Differential Equations
- 376 Seiten
- 14 Lesestunden
Partial differential equations constitute an integral part of mathematics. They lie at the interface of areas as diverse as differential geometry, functional analysis, or the theory of Lie groups and have numerous applications in the applied sciences. A wealth of methods has been devised for their analysis. Over the past decades, operator algebras in connection with ideas and structures from geometry, topology, and theoretical physics have contributed a large variety of particularly useful tools. One typical example is the analysis on singular configurations, where elliptic equations have been studied successfully within the framework of operator algebras with symbolic structures adapted to the geometry of the underlying space. More recently, these techniques have proven to be useful also for studying parabolic and hyperbolic equations. Moreover, it turned out that many seemingly smooth, noncompact situations can be handled with the ideas from singular analysis. The three papers at the beginning of this volume highlight this aspect. They deal with parabolic equations, a topic relevant for many applications. The first article prepares the ground by presenting a calculus for pseudo differential operators with an anisotropic analytic parameter. In the subsequent paper, an algebra of Mellin operators on the infinite space-time cylinder is constructed. It is shown how timelike infinity can be treated as a conical singularity.
Operator Methods in Ordinary and Partial Differential Equations
S. Kovalevsky Symposium, University of Stockholm, June 2000
- 440 Seiten
- 16 Lesestunden
Sonja Kovalevsky was born in Moscow in 1850 and passed away in Stockholm in 1891. Her remarkable life unfolded amid the turbulent changes in Europe, spanning major centers of power and learning in Russia, France, Germany, Switzerland, England, and Sweden. Now, 150 years after her birth, her contributions to mathematics, science, literature, women's rights, and democratic governance continue to be acknowledged worldwide. This volume commemorates her achievements and records the Proceedings of the Marcus Wallenberg Symposium held at Stockholm University from June 18 to 22, 2000. Hosted by the Department of Mathematics, the symposium provided an excellent environment for scholarly discourse. Included are Kovalevsky's curriculum vitae, a comprehensive list of her scientific publications, and a poignant obituary written by her friend Gosta Mittag-Leffler. Additionally, the volume features a leading article titled "Sonja Kovalevsky: Her life and professorship in Stockholm," authored by Jan-Erik Bjork, which was prepared for his major address at the symposium. This collection serves as a tribute to her enduring legacy and impact across various fields.
Nonstandard Methods in Stochastic Analysis and Mathematical Physics
- 526 Seiten
- 19 Lesestunden
The Bulletin of the American Mathematical Society acclaimed this text as "a welcome addition" to the literature of nonstandard analysis, a field related to number theory, algebra, and topology. The first half presents a complete and self-contained introduction to the subject, and the second part explores applications to stochastic analysis and mathematical physics.The text's opening chapters introduce all of the material needed later, including a nonstandard development of the calculus, aspects of singular perturbation theory related to ordinary differential equations, and applications to topology and functional analysis. A significant portion of the text focuses on applications of nonstandard analysis to probability theory. Starting with nonstandard measure theory, the treatment advances to probability problems that can be represented by hyperfinite nonstandard models. Applications of nonstandard analysis to stochastic processes are treated at length, and the authors present numerous applications to mathematical physics. Additional topics include hyperfinite Dirichlet forms and Markov processes, differential operators, and hyperfinite lattice models.