ABSTRACT

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.

chapter 1|98 pages

Diffusion Fields, Quantum Fields, and Fields with Values in Lie Groups

BySergio Albeverio, Raphael Høegh-Krohn

chapter 4|20 pages

On Wavefront Propagation in Periodic Media

ByMark I. Freidlin

chapter 6|20 pages

Stochastic Flows of Diffeomorphisms

ByNobuyuki Ikeda, Shinzo Watanabe

chapter 12|13 pages

A Complex Measure Related to Schrödinger Equation

ByKunio Nishioka