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...

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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.)
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Other title: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
Summary: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.
Format:Mode of access: Internet via World Wide Web.
ISBN:9783110330397
9783110696288
9783110696271
9783110494938
9783110659061
9783110616859
9783110704716
9783110704518
9783110704846
9783110704662
ISSN:0179-0986 ;
DOI:10.1515/9783110330397
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: József Lörinczi, Fumio Hiroshima, Volker Betz.