1 2 Jean-Dominique Deuschel and Andreas Greven 1 Fakult at II - Mathematik und Naturwissenschaften, Institut fur Mathematik, Technische Universit at Berlin, Straße des 17. Juni 136, D-10623 Berlin Tel. (0049 30) 314-25193, Fax: (0049 30) 314-21695 deuschel@math. tu-berlin. de 2 1 Mathematisches Institut, Bismarckstr. 1 , D-91054 Erlangen, 2 Tel. (0049 9131) 85-22454, Fax (0049 9131) 85-26214 This volume collects original work and reviews on work in the ? eld of pro- bilitywhichtookplacewithintheframeworkoftheDFG-Schwerpunkt:Int- acting stochastic systems of high complexity. This research network started in May 1997 and was funded till May 2003. In this network between 20 30 (depending on the 2-year periods of grant renewal) groups from probab- ity, statistical physics and mathematical statistics within Germany were - tive. An extensive international collaboration was an essential part of this network and here particularly intense contacts were built up between the DFG-Schwerpunkt and EURANDOM, a European institute for research in stochastics, which was founded in 1997. This partnership reached from joint workshops and colloquia to collaborations on speci? c projects. The key scienti? c idea which was behind the research network was to - plore and develop the connections between research in in? nite dimensional stochastic analysis, statistical physics (Gibbs measures, random media), s- tial population models from mathematical biology, complex models of ? n- cial markets or of stochastic models with interacting components in other sciences as for example in climatology.
Inhaltsverzeichnis
Stochastic Methods in Statistical Physics. - Coarse-Graining Techniques for (Random) Kac Models. - Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and a Priori Estimates. - Some Jump Processes in Quantum Field Theory. - Gibbs Measures on Brownian Paths: Theory and Applications. - Spectral Theory for Nonstationary Random Potentials. - A Survey of Rigorous Results on Random Schrödinger Operators for Amorphous Solids. - The Parabolic Anderson Model. - Random Spectral Distributions. - Stochastic in Population Models. - Renormalization and Universality for Multitype Population Models. - Stochastic Insertion-Deletion Processes and Statistical Sequence Alignment. - Branching Processes in Random Environment A View on Critical and Subcritical Cases. - Stochastic Analysis. - Thin Points of Brownian Motion Intersection Local Times. - Coupling, Regularity and Curvature. - Two Mathematical Approaches to Stochastic Resonance. - Continuity Properties of Inertial Manifolds for Stochastic Retarded Semilinear Parabolic Equations. - The Random Walk Representation for Interacting Diffusion Processes. - Applications of Stochastic Analysis in Finance, Engineering and Algorithms. - On Worst-Case Investment with Applications in Finance and Insurance Mathematics. - Random Dynamical Systems Methods in Ship Stability: A Case Study. - Analysis of Algorithms by the Contraction Method: Additive and Max-recursive Sequences.
