Feynman-Kac-Type Theorems and Gibbs Measures on Path Space. / Volume 1, : Feynman-Kac-Type Formulae and Gibbs Measures / / József Lörinczi, Fumio Hiroshima, Volker Betz.
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 fi...
Saved in:
| Superior document: | Title is part of eBook package: De Gruyter DG Ebook Package English 2020 |
|---|---|
| VerfasserIn: | |
| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2020] ©2020 |
| Year of Publication: | 2020 |
| Edition: | 2nd rev. ed. |
| Language: | English |
| Series: | De Gruyter Studies in Mathematics ,
34/1 |
| Online Access: | |
| Physical Description: | 1 online resource (XII, 563 p.) |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- 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