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

✍ Scribed by József Lörinczi; Fumio Hiroshima; Volker Betz

Publisher
De Gruyter
Year
2020
Tongue
English
Leaves
575
Series
De Gruyter Studies in Mathematics; 34/1
Edition
2nd rev. ed.
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.

  • Addresses both beginners and experts.
  • Emphasis on the interdisciplinary character of the subject.

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