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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

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✦ 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


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