STOCHASTIC ANALYSIS IN MATHEMATICAL PHYSICS
Proceedings of a Satellite Conference of ICM 2006
Lisbon, Portugal, 4 – 8 September 2006
edited by Gerard Ben Arous (Courant Institute, New York University, USA) , Ana Bela Cruzeiro (GFMUL & IST (TUL), Portugal) , Yves Le Jan , & Jean-Claude Zambrini (Universitè Paris 11, France)
Table of Contents (67k) Preface (50k) Chapter 1: Stochastic parallel transport on the d-dimensional torus (217k)
The ideas and principles of stochastic analysis have managed to penetrate into various fields of pure and applied mathematics in the last 15 years; it is particularly true for mathematical physics. This volume provides a wide range of applications of stochastic analysis in fields as varied as statistical mechanics, hydrodynamics, Yang–Mills theory and spin-glass theory.
The proper concept of stochastic dynamics relevant to each type of application is described in detail here. Altogether, these approaches illustrate the reasons why their dissemination in other fields is likely to accelerate in the years to come.
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