<p>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 Formulae and Gibbs Measures
✍ Scribed by Lörinczi, József, Hiroshima, Fumio, Betz, Volker
- Publisher
- De Gruyter
- Year
- 2020
- Tongue
- English
- Leaves
- 574
- Series
- De Gruyter Studies in Mathematics, 34/1; 34
- Category
- Library
No coin nor oath required. For personal study only.
✦ Synopsis
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 first volume concentrates on Feynman-Kac-type formulae and Gibbs measures.
✦ Table of Contents
Contents
Preface to the second edition
Preface to the first edition
1. Heuristics and history
2. Brownian motion
3. Lévy processes
4. Feynman–Kac formulae
5. Gibbs measures associated with Feynman–Kac semigroups
6. Notes and references
Bibliography
Index
📜 SIMILAR VOLUMES
<p>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
This monograph 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. These ideas are then applied principally to a rigorous treatment of some fundamental mod
This monograph 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. These ideas are then applied principally to a rigorous treatment of some fundamental mod
<p>This monograph 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. These ideas are then applied principally to a rigorous treatment of some fundamental
<p>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. In