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Volume 1 Feynman-Kac-Type Formulae and Gibbs Measures
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József Lörinczi
Language:
English
Published/Copyright:
2020
About this book
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.
Author / Editor information
József Lorinczi, Loughborough University, UK; Fumio Hiroshima, University of Kyushu, Fukuoka, Japan; Volker Betz, University of Warwick, Coventry, UK.
Topics
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Frontmatter
I -
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Contents
V -
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Preface to the second edition
IX -
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Preface to the first edition
XI -
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1. Heuristics and history
1 -
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2. Brownian motion
9 -
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3. Lévy processes
143 -
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4. Feynman–Kac formulae
217 -
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5. Gibbs measures associated with Feynman–Kac semigroups
449 -
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6. Notes and references
521 -
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Bibliography
539 -
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Index
553
Publishing information
Pages and Images/Illustrations in book
eBook published on:
January 20, 2020
eBook ISBN:
9783110330397
Hardcover published on:
January 20, 2020
Hardcover ISBN:
9783110330045
Edition:
2nd rev. ed.
Pages and Images/Illustrations in book
Front matter:
12
Main content:
563
Audience(s) for this book
Graduate students and researchers in mathematics and mathematical physics.
Safety & product resources
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Manufacturer information:
Walter de Gruyter GmbH
Genthiner Straße 13
10785 Berlin
productsafety@degruyterbrill.com
