Feynman-Kac-Type Formulae and Gibbs Measures
Download or Read eBook Feynman-Kac-Type Formulae and Gibbs Measures PDF written by József Lörinczi and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-01-20 with total page 575 pages. Available in PDF, EPUB and Kindle.
Author | : József Lörinczi |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 575 |
Release | : 2020-01-20 |
ISBN-10 | : 9783110330397 |
ISBN-13 | : 3110330393 |
Rating | : 4/5 (97 Downloads) |
Book Synopsis Feynman-Kac-Type Formulae and Gibbs Measures by : József Lörinczi
Book excerpt: 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.