Stochastic Processes in Quantum Physics, Masao Nagasawa

Автор: Jacod Jean, Shiryaev Albert N.
Название: Limit Theorems for Stochastic Processes
ISBN: 3540439323 ISBN-13(EAN): 9783540439325
Издательство: Springer
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Цена: 18167.00 р.
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Описание: Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.

Автор: U. Franz; Ren? Schott
Название: Stochastic Processes and Operator Calculus on Quantum Groups
ISBN: 079235883X ISBN-13(EAN): 9780792358831
Издательство: Springer
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Описание: Aims to present several new developments on stochastic processes and operator calculus on quantum groups. This volume includes topics such as: operator calculus, dual representations, stochastic processes and diffusions, and Appell polynomials and systems in connection with evolution equations.

Автор: Wilhelm Waldenfels
Название: A Measure Theoretical Approach to Quantum Stochastic Processes
ISBN: 3642450814 ISBN-13(EAN): 9783642450815
Издательство: Springer
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Цена: 6288.00 р.
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Описание: Starting from the premise that abstract quantum stochastic processes can be understood as a quantum field theory in one space and time coordinate, this guide considers a number of representative examples and covers advanced topics such as white noise calculus.