Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics

Name: Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics
Brand: Springer
SKU: 9780792341543
Price: 36386 HUF
Availability: InStock

Szerző: Yuri E. Gliklikh

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer

Elérhetőség: Beszállítói készleten

Küldés 10-13 napon belül

36 386 Ft

This book develops new unified methods which lead to results in parts of mathematical physics tradit...

Információk a könyvről

Szerző

Yuri E. Gliklikh

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

1996

oldal

192

EAN

9780792341543

ISBN

0792341546

Enbook ID

02106107

Kiadó

Springer

Súly

1050

Méretek

156 x 234 x 16

Teljes leírás

This book develops new unified methods which lead to results in parts of mathematical physics traditionally considered as being far apart. The emphasis is three-fold: Firstly, this volume unifies three independently developed approaches to stochastic differential equations on manifolds, namely the theory of Itô equations in the form of Belopolskaya-Dalecky, Nelson's construction of the so-called mean derivatives of stochastic processes and the author's construction of stochastic line integrals with Riemannian parallel translation. Secondly, the book includes applications such as the Langevin equation of statistical mechanics. Nelson's stochastic mechanics (a version of quantum mechanics), and the hydrodynamics of viscous incompressible fluid treated with the modern Lagrange formalism. Considering these topics together has become possible following the discovery of their common mathematical nature. Thirdly, the work contains sufficient preliminary and background material from coordinate-free differential geometry and from the theory of stochastic differential equations to make it self-contained and convenient for mathematicians and mathematical physicists not familiar with those branches. Audience: This volume will be of interest to mathematical physicists, and mathematicians whose work involves probability theory, stochastic processes, global analysis, analysis on manifolds or differential geometry, and is recommended for graduate level courses.

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Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics

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