This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage - Index to Scientific & Technical Proceedings(R) (ISTP(R) / ISI Proceedings)- Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)- CC Proceedings -- Engineering & Physical Sciences
Sergio Albeverio (born 17 January 1939) is a Swiss mathematician and mathematical physicist working in numerous fields of mathematics and its applications. In particular he is known for his work in probability theory, analysis (including infinite dimensional, non-standard, and stochastic analysis), mathematical physics, and in the areas algebra, geometry, number theory, as well as in applications, from natural to social-economic sciences.
He initiated (with Raphael Høegh-Krohn) a systematic mathematical theory of Feynman path integrals and of infinite dimensional Dirichlet forms and associated stochastic processes (with applications particularly in quantum mechanics, statistical mechanics and quantum field theory). He also gave essential contributions to the development of areas such as p-adic functional and stochastic analysis as well as to the singular perturbation theory for differential operators. Other important contributions concern constructive quantum field theory and representation theory of infinite dimensional groups. He also initiated a new approach to the study of galaxy and planets formation inspired by stochastic mechanics.