Global and stochastic analysis with applications to mathematical physics (Q609446)

This book is the third one by Yuri E. Gliklikh devoted to connections between stochastic analysis, analysis on manifolds and its applications to mathematical physics. The author uses methods from different fields. He starts off with global analysis, which is the subject of Part I of the book. The second part of the book is devoted to stochastic analysis, and, in particular, to stochastic analysis on manifolds. Part III describes applications to mathematical physics which include classical mechanics on non-linear configuration spaces, problems of statistical and quantum physics, Nelson's stochastic mechanics, and hydrodynamics. To compare this book with the author's previous books [Ordinary and stochastic differential geometry as a tool for mathematical physics. Dordrecht: Kluwer Academic Publishers (1996; Zbl 0865.60042); Global analysis in mathematical physics. Geometric and stochastic methods. Applied Mathematical Sciences. 122. New York, NY: Springer (1997; Zbl 0868.58001)], it might be useful to read the mathematical reviews of them. As these reviews give quite detailed descriptions of the books that are relatively close to the content of the present monograph, the reviewer instead would like to mention some omissions in the references. Even though the bibliography is very detailed regarding the authors from the former Soviet Union, some of the well-cited authors from other countries (mostly the US) are not mentioned at all. There are natural applications of geometric stochastic analysis to the Yang-Mills theory, and more broader to the quantum field theory, which are not covered in the book. Some applications give a very limited view of the field, since there are almost no references to the well-known monographs. For example, Section 12 is devoted to controllability on manifolds, but the reader should be aware that there are a number of well-cited books on geometric control theory which are not mentioned in this book, e.g., [\textit{A. A. Agrachev} and \textit{Y. L. Sachkov}, Control theory from the geometric viewpoint. Encyclopaedia of Mathematical Sciences 87. Control Theory and Optimization II. Berlin: Springer (2004; Zbl 1062.93001); \textit{V. Jurdjevic}, Geometric control theory. Cambridge Studies in Advanced Mathematics. 52. Cambridge: Cambridge Univ. Press (1997; Zbl 0940.93005)].