Sergio Albeverio gave important contributions to many fields ranging from Physics to Mathematics, while creating new research areas from their interplay. Some of them are presented in this Volume that grew out of the Random Transformations and Invariance in Stochastic Dynamics Workshop held in Verona in 2019. To understand the theory of thermo- and fluid-dynamics, statistical mechanics, quantum mechanics and quantum field theory, Albeverio and his collaborators developed stochastic theories having strong interplays with operator theory and functional analysis. His contribution to the theory of (non Gaussian)-SPDEs, the related theory of (pseudo-)differential operators, and ergodic theory had several impacts to solve problems related, among other topics, to thermo- and fluid dynamics. His scientific works in the theory of interacting particles and its extension to configuration spaces lead, e.g., to the solution of open problems in statistical mechanics and quantum field theory. Together with Raphael Hoegh Krohn he introduced the theory of infinite dimensional Dirichlet forms, which nowadays is used in many different contexts, and new methods in the theory of Feynman path integration. He did not fear to further develop different methods in Mathematics, like, e.g., the theory of non-standard analysis and p-adic numbers.

The theory of thermodynamics has been one of the bedrocks of 19th-century physics, and thermodynamic problems have inspired Planck's quantum hypothesis. One hundred years later, in an era where we design increasingly sophisticated nanotechnologies, researchers in quantum physics have been 'returning to their roots', attempting to reconcile modern nanoscale devices with the theory of thermodynamics. This textbook explains how it is possible to unify the two opposite pictures of microscopic quantum physics and macroscopic thermodynamics in one consistent framework, proving that the ancient theory of thermodynamics still offers many remarkable insights into present-day problems. This textbook focuses on the microscopic derivation and understanding of key principles and concepts and their interrelation. The topics covered in this book include (quantum) stochastic processes, (quantum) master equations, local detailed balance, classical stochastic thermodynamics, (quantum) fluctuation theorems, strong coupling and non-Markovian effects, thermodynamic uncertainty relations, operational approaches, Maxwell's demon, and time-reversal symmetry, among other topics. The textbook also explores several practical applications of the theory in more detail, including single-molecule pulling experiments, quantum transport and thermoelectric effects in quantum dots, the micromaser, and related setups in quantum optics. The aim of this book is to inspire readers to investigate a plethora of modern nanoscale devices from a thermodynamic point of view, allowing them to address their dissipation, efficiency, reliability, and power based on a conceptually clear understanding about the microscopic origin of heat, entropy, and the second law. The book is accessible to graduate students, post-docs, and lecturers, but will also be of interest to all researchers striving for a deeper understanding of the laws of thermodynamics beyond their traditional realm of applicability.

From the reviews: "The text is almost self-contained and requires only an elementary knowledge of probability theory at the graduate level. The book under review is recommended to mathematicians, physicists and graduate students interested in mathematical physics and stochastic processes. Furthermore, some selected chapters can be used as sub-textbooks for advanced courses on stochastic processes, quantum theory and quantum chemistry." ZAA

This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.

Well suited as a textbook in the emerging field of stochastic limit, which is a new mathematical technique developed for solving nonlinear problems in quantum theory.

Sergio Albeverio gave important contributions to many fields ranging from Physics to Mathematics, while creating new research areas from their interplay. Some of them are presented in this Volume that grew out of the Random Transformations and Invariance in Stochastic Dynamics Workshop held in Verona in 2019. To understand the theory of thermo- and fluid-dynamics, statistical mechanics, quantum mechanics and quantum field theory, Albeverio and his collaborators developed stochastic theories having strong interplays with operator theory and functional analysis. His contribution to the theory of (non Gaussian)-SPDEs, the related theory of (pseudo-)differential operators, and ergodic theory had several impacts to solve problems related, among other topics, to thermo- and fluid dynamics. His scientific works in the theory of interacting particles and its extension to configuration spaces lead, e.g., to the solution of open problems in statistical mechanics and quantum field theory. Together with Raphael Hoegh Krohn he introduced the theory of infinite dimensional Dirichlet forms, which nowadays is used in many different contexts, and new methods in the theory of Feynman path integration. He did not fear to further develop different methods in Mathematics, like, e.g., the theory of non-standard analysis and p-adic numbers.

The principal intent of this monograph is to present in a systematic and self-con tained fashion the basic tenets, ideas and results of a framework for the consistent unification of relativity and quantum theory based on a quantum concept of spacetime, and incorporating the basic principles of the theory of stochastic spaces in combination with those of Born's reciprocity theory. In this context, by the physicial consistency of the present framework we mean that the advocated approach to relativistic quantum theory relies on a consistent probabilistic interpretation, which is proven to be a direct extrapolation of the conventional interpretation of nonrelativistic quantum mechanics. The central issue here is that we can derive conserved and relativistically convariant probability currents, which are shown to merge into their nonrelativistic counterparts in the nonrelativistic limit, and which at the same time explain the physical and mathe matical reasons behind the basic fact that no probability currents that consistently describe pointlike particle localizability exist in conventional relativistic quantum mechanics. Thus, it is not that we dispense with the concept oflocality, but rather the advanced central thesis is that the classical concept of locality based on point like localizability is inconsistent in the realm of relativistic quantum theory, and should be replaced by a concept of quantum locality based on stochastically formulated systems of covariance and related to the aforementioned currents.

This introductory treatment surveys useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory. 1979 edition.

Path Integrals in Physics: Volume I, Stochastic Processes and Quantum Mechanics presents the fundamentals of path integrals, both the Wiener and Feynman type, and their many applications in physics. Accessible to a broad community of theoretical physicists, the book deals with systems possessing a infinite number of degrees in freedom. It discusses the general physical background and concepts of the path integral approach used, followed by a detailed presentation of the most typical and important applications as well as problems with either their solutions or hints how to solve them. It describes in detail various applications, including systems with Grassmann variables. Each chapter is self-contained and can be considered as an independent textbook. The book provides a comprehensive, detailed, and systematic account of the subject suitable for both students and experienced researchers.

"Elegantly written, with obvious appreciation for fine points of higher mathematics...most notable is [the] author's effort to weave classical probability theory into [a] quantum framework." – The American Mathematical Monthly "This is an excellent volume which will be a valuable companion both for those who are already active in the field and those who are new to it. Furthermore there are a large number of stimulating exercises scattered through the text which will be invaluable to students." – Mathematical Reviews An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of systems subject to the laws of chance both from the classical and the quantum points of view and stimulate further research in their unification. This is probably the first systematic attempt to weave classical probability theory into the quantum framework and provides a wealth of interesting features: The origin of Ito's correction formulae for Brownian motion and the Poisson process can be traced to communication relations or, equivalently, the uncertainty principle. Quantum stochastic interpretation enables the possibility of seeing new relationships between fermion and boson fields. Quantum dynamical semigroups as well as classical Markov semigroups are realized through unitary operator evolutions. The text is almost self-contained and requires only an elementary knowledge of operator theory and probability theory at the graduate level.