SPP 1033: Interagierende stochastische Systeme von hoher Komplexität

SPP 1033：高复杂性的相互作用随机系统

• 批准号: 5467979
• 金额: --
• 依托单位: Lehrstuhl für Mathematische Stochastik
• 依托单位国家: 德国
• 项目类别: Priority Programmes
• 财政年份: 1997
• 资助国家: 德国
• 起止时间: 1996-12-31 至 2002-12-31
• 项目状态: 已结题
• 来源: https://gepris.dfg.de/gepris/projekt/5467979?language=en
• 关键词: SPP; 1033; Interagierende; stochastische; Systeme

This program consists of different parts of Probability Theory dealing with the modellisation and theoretical investigation of large interacting stochastic systems with high complexity. Ideas of Statistical Physics and infinite dimensional stochastic analysisare related to each others. Recently the emergence of new important relations between the two fields have become more and more apparent.New applications show that a combination of both mathematical culture is necessary. Examples can be found in the random dynamic in the setting of statistical mechanics and quantum field theory, in the analysis of stochastic algorithms and in investigation derivatives in the stochastic of finance and in the application of measured valuedprocesses to population genetic.

该计划由概率论的不同部分组成，涉及具有高复杂性的大型相互作用随机系统的建模和理论研究。统计物理思想与无穷维随机分析思想是相互联系的。近年来，两个领域之间新的重要关系的出现越来越明显，新的应用表明，两者的结合是必要的。例子可以在统计力学和量子场论背景下的随机动力学中找到，在随机算法的分析中，在金融随机中的调查衍生物中，以及在群体遗传学中测量值过程的应用中。