This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K L Chung explains why, in his view, probability theory starts where random time appears. This idea is illustrated in various probability schemes and the deep impact of those random times on the theory of the stochastic process is shown.In the second essay J-C Zambrini shows why quantum physics is not a regular probabilistic theory, but also why stochastic analysis provides new tools for analyzing further the meaning of Feynman's path integral approach and a number of foundational issues of quantum physics far beyond what is generally considered. The role of the time parameter, in this theory, is critically re-examined and a fresh way to approach the long-standing problem of the quantum time observable is suggested.

This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are specially investigated by various contributors to the volume.

This book begins with a historical essay entitled OC Will the Sun Rise Again?OCO and ends with a general address entitled OC Mathematics and ApplicationsOCO. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, SchrAdingerOCoFeynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book. Contents: On Mutually Favorable Events; On Fluctuations in Coin-Tossing; On a Stochastic Approximation Method; On the Martin Boundary for Markov Chains; A Cluster of Great Formulas; Probabilistic Methods in Markov Chains; Markov Processes with Infinities; Probability Methods in Potential Theory; Plya''s Work in Probability; Probability and Doob; In Memory of L(r)vy and Fr(r)chet; and other papers. Readership: Graduate students, teachers and researchers in probability and statistics."

This book begins with a historical essay entitled “Will the Sun Rise Again?” and ends with a general address entitled “Mathematics and Applications”. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, Schrödinger-Feynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book.

"This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as mathematical models of systems evolving in a changing environment. A unifying theme of the book is the theory of Feynman-Kac propagators associated with time-dependent measures from non-autonomous Kato classes. In applications, a Feynman-Kac propagator describes the evolution of a physical system in the presence of time-dependent absorption and excitation. The book is suitable as an advanced textbook for graduate courses." "Readership: Graduate students and researchers in mathematical analysis, partial differential equations, and probability theory."--BOOK JACKET.

In 2003 the XIV International Congress on Mathematical Physics (ICMP) was held in Lisbon with more than 500 participants. Twelve plenary talks were given in various fields of Mathematical Physics: E Carlen On the relation between the Master equation and the Boltzmann Equation in Kinetic Theory; A Chenciner Symmetries and "simple" solutions of the classical n-body problem; M J Esteban Relativistic models in atomic and molecular physics; K Fredenhagen Locally covariant quantum field theory; K Gawedzki Simple models of turbulent transport; I Krichever Algebraic versus Liouville integrability of the soliton systems; R V Moody Long-range order and diffraction in mathematical quasicrystals; S Smirnov Critical percolation and conformal invariance; J P Solovej The energy of charged matter; V Schomerus Strings through the microscope; C Villani Entropy production and convergence to equilibrium for the Boltzmann equation; D Voiculescu Aspects of free probability. ICMP 2003 also included invited talks by: H Eliasson, W Schlag, M Shub, P Dorey, J M Maillet, K McLaughlin, A Nakayashiki, A Okounkov, G M Graf, R Seiringer, S Teufel, J Imbrie, D Ioffe, H Knoerrer, D Bernard, J Dimock, C J Fewster, T Thiemann, F Benatti, D Evans, Y Kawahigashi, C King, B Julia, N Nekrasov, P Townsend, D Bambusi, M Hairer, V Kaloshin, G Schneider, A Shirikyan, P Bizon, H Bray, H Ringstrom, L Barreira, L Rey-Bellet, C Forster, P Gaspard, F Golse, T Chen, P Exner, T Ichinose, V Kostrykin, E Skibsted, G Stolz, D Yafaev, V A Zagrebnov, R Leandre, T Levy, S Mazzuchi, H Owhadi, M Roeckner and A Sengupta. Key Features Provides a list of the most recent progress in all fields of Mathematical Physics; Written by the best international experts in these fields; Indicates the "hot" directions of research in Mathematical Physics for years to come; Readership: Mathematical physicists, mathematicians and theoretical physicists.

This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It was produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schr”dinger equation.As Kai Lai Chung's contributions spawned critical new developments, this volume also contains retrospective and perspective views provided by collaborators and other authors who themselves advanced the areas of probability and mathematics.