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Feynman-Kac-Type formulae and Gibbs measures on path space

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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Autor principal: Lörinczi, József
Lenguaje:eng
Publicado: De Gruyter 2020
Materias:
Acceso en línea:http://cds.cern.ch/record/2749948
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author Lörinczi, József
author_facet Lörinczi, József
author_sort Lörinczi, József
collection CERN
description 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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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2020
publisher De Gruyter
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spelling cern-27499482021-04-21T16:43:58Zhttp://cds.cern.ch/record/2749948engLörinczi, JózsefFeynman-Kac-Type formulae and Gibbs measures on path spaceMathematical Physics and MathematicsThis 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.De Gruyteroai:cds.cern.ch:27499482020
spellingShingle Mathematical Physics and Mathematics
Lörinczi, József
Feynman-Kac-Type formulae and Gibbs measures on path space
title Feynman-Kac-Type formulae and Gibbs measures on path space
title_full Feynman-Kac-Type formulae and Gibbs measures on path space
title_fullStr Feynman-Kac-Type formulae and Gibbs measures on path space
title_full_unstemmed Feynman-Kac-Type formulae and Gibbs measures on path space
title_short Feynman-Kac-Type formulae and Gibbs measures on path space
title_sort feynman-kac-type formulae and gibbs measures on path space
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2749948
work_keys_str_mv AT lorinczijozsef feynmankactypeformulaeandgibbsmeasuresonpathspace