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

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

Author
József LörincziFumio HiroshimaVolker Betz
Publisher
De Gruyter
Language
English
Edition
2nd rev. ed.
Year
2020
Page
575
ISBN
9783110330397,9783110330045
File Type
pdf
File Size
5.0 MiB

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. Frontmatter -- 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 József Lörinczi, Fumio Hiroshima, Volker Betz. Mode Of Access: Internet Via World Wide Web. In English.

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