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Jean-Dominique Deuschel and Andreas Greven
I-XI
Front matter
1-8
Introduction
11-205
Part I / Stochastic Methods in Statistical Physics
11-28
Coarse-Graining Techniques for (Random) Kac Models
29-54
Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and a Priori Estimates
55-73
Some Jump Processes in Quantum Field Theory
75-102
Gibbs Measures on Brownian Paths: Theory and Applications
103-117
Spectral Theory for Nonstationary Random Potentials
119-151
A Survey of Rigorous Results on Random Schrödinger Operators for Amorphous Solids
153-179
The Parabolic Anderson Model
181-205
Random Spectral Distributions
209-291
Part II / Stochastic in Population Models
209-246
Renormalization and Universality for Multitype Population Models
247-267
Stochastic Insertion-Deletion Processes and Statistical Sequence Alignment
269-291
Branching Processes in Random Environment — A View on Critical and Subcritical Cases
295-393
Part III / Stochastic Analysis
295-303
Thin Points of Brownian Motion Intersection Local Times
305-325
Coupling, Regularity and Curvature
327-351
Two Mathematical Approaches to Stochastic Resonance
353-375
Continuity Properties of Inertial Manifolds for Stochastic Retarded Semilinear Parabolic Equations
377-393
The Random Walk Representation for Interacting Diffusion Processes
397-450
Part IV / Applications of Stochastic Analysis in Finance, Engineering and Algorithms
397-407
On Worst-Case Investment with Applications in Finance and Insurance Mathematics
409-433
Random Dynamical Systems Methods in Ship Stability: A Case Study
435-450
Analysis of Algorithms by the Contraction Method: Additive and Max-recursive Sequences
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