Bøger af Sergio Albeverio

This book includes contributions about mathematics, physics, philosophy of science, economics and finance and resulted from the Summer School "e;Complexity and Emergence: Ideas, Methods, with a Special Attention to Economics and Finance"e; held in Lake Como School of Advanced Studies, on 22-27 July 2018.The aim of the book is to provide useful instruments from the theory of complex systems, both on the theoretical level and the methodological ones, profiting from knowledge and insights from leading experts of different communities. It moves from the volume editors' conviction that to achieve progress in understanding socio-economical as well as ecological problems of our complex word such preparation is needed, together with a critical reconsideration of our basic scientific and economical approach.The potential readers are primarily master and doctorate students of mathematics, information sciences, theoretical physics and economics, as well as research workers in those areas, who want to enlarge their spectrum of knowledge towards the area of complexity and emergence. Since ideas and methods of the theory of complex systems also apply to other areas (from engineering and architecture to biology and medicine, e.g.), students and research workers from those areas will also profit from this book.

Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject.This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

In 1961 Robinson introduced an entirely new version of the theory of infinitesimals, which he called `Nonstandard analysis'. `Nonstandard' here refers to the nature of new fields of numbers as defined by nonstandard models of the first-order theory of the reals. This system of numbers was closely related to the ring of Schmieden and Laugwitz, developed independently a few years earlier. During the last thirty years the use of nonstandard models in mathematics has taken its rightful place among the various methods employed by mathematicians. The contributions in this volume have been selected to present a panoramic view of the various directions in which nonstandard analysis is advancing, thus serving as a source of inspiration for future research. Papers have been grouped in sections dealing with analysis, topology and topological groups; probability theory; and mathematical physics. This volume can be used as a complementary text to courses in nonstandard analysis, and will be of interest to graduate students and researchers in both pure and applied mathematics and physics.

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.

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.¿

This monograph covers the theory of Dirichlet forms. It examines the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Levy processes and summarizes the model-theoretic genericity of hyperfinite stochastic processes theory.

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society.

Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic models of hydrodynamics. In the second course, Franco Flandoli starts from 3D Navier-Stokes equations and ends with turbulence.

The 2nd edition of LNM 523 is based on the two first authors' mathematical approach of this theory presented in its 1st edition in 1976. Except for this new chapter and the correction of a few misprints, the basic material and presentation of the first edition has been maintained.

Covering important aspects of the theory of unitary representations of nuclear Lie groups, this reference presents the general theory of energy representations and addresses various extensions of path groups and algebras. It discusses representations of G-valued jet bundles when G is not necessarily compact.