Feynman-Kac Formulae

✍ Pierre Moral 📂 Library 📅 2004 🏛 Springer 🌐 English

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos,

Evolution Processes and the Feynman-Kac

📁 Evolution Processes and the Feynman-Kac Formula

✍ Brian Jefferies (auth.) 📂 Library 📅 1996 🏛 Springer Netherlands 🌐 English

This book is an outgrowth of ideas originating from 1. Kluvanek. Unfortunately, Professor Kluvanek did not live to contribute to the project of writing up in a systematic form, the circle of ideas to which the present work is devoted. It is more than likely that with his input, the approach and a

Feynman-Kac-Type Formulae and Gibbs Meas

📁 Feynman-Kac-Type Formulae and Gibbs Measures

✍ Lörinczi, József, Hiroshima, Fumio, Betz, Volker 📂 Library 📅 2020 🏛 De Gruyter 🌐 English

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis.

Feynman-Kac Formulae: Genealogical and I

📁 Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications

✍ Pierre Del Moral (auth.) 📂 Library 📅 2004 🏛 Springer-Verlag New York 🌐 English

This book contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations,and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences. Topics include spec

Feynman-Kac-Type Theorems and Gibbs Meas

📁 Feynman-Kac-Type Theorems and Gibbs Measures on Path Space: Volume 1 Feynman-Kac-Type Formulae and Gibbs Measures

✍ József Lörinczi; Fumio Hiroshima; Volker Betz 📂 Library 📅 2020 🏛 De Gruyter 🌐 English

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. The

Feynman-Kac-Type Theorems and Gibbs Meas

📁 Feynman-Kac-Type Theorems and Gibbs Measures on Path Space: Volume 1 Feynman-Kac-Type Formulae and Gibbs Measures

✍ József Lörinczi; Fumio Hiroshima; Volker Betz 📂 Library 📅 2020 🏛 De Gruyter 🌐 English

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. The