Feynman-Kac-Type Formulae and Gibbs Measures

ISBN-13: 9783110330045 / Angielski / Twarda / 2020 / 575 str.

József Lörinczi;Fumio Hiroshima;Volker Betz

Opis

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.

O autorze

József Lorinczi, Loughborough University, UK; Fumio Hiroshima, University of Kyushu, Fukuoka, Japan; Volker Betz, University of Warwick, Coventry, UK.