Stochastic Analysis and Mathematical Physics

Features nine survey articles which extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. This work covers key topics such as: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, and entropic projections.

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This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.