Ebook: Feynman-Kac-Type Theorems and Gibbs Measures on Path Space: Volume 1 Feynman-Kac-Type Formulae and Gibbs Measures
Author: József Lörinczi, Fumio Hiroshima, Volker Betz
- Series: De Gruyter Studies in Mathematics, 34/1
- Year: 2020
- Publisher: De Gruyter
- Edition: 2nd rev. ed.
- Language: English
- pdf
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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