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 – Ebook PDF Instant Download/Delivery ISBN(s): 9783110389937, 3110389932
Product details:
- ISBN 10: 3110389932
- ISBN 13: 9783110389937
- Author: 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 first volume concentrates on Feynman-Kac-type formulae and Gibbs measures.
Table contents:
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
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