Evolution Processes and the Feynman-Kac Formula
- ISBN-10
- 079233843X
- ISBN-13
- 9780792338437
- Category
- Mathematics
- Pages
- 256
- Language
- English
- Published
- 1996
- Publisher
- Springer Science & Business Media
- Author
- Brian Jefferies
Description
The evolution of a physical system can often be described in terms of a semigroup of linear operators. Observations of the system may be modelled by a spectral measure. A combination of these basic objects produces a family of operator valued set functions, by which perturbations of the evolution are represented as path integrals. In this book, random processes measured by operator valued set functions - evolution processes - are systematically examined for the first time. The Feynman-Kac formula, representing perturbations of the heat semigroup in terms of integrals with respect to Wiener measure, is extended in a number of directions: to other countably additive processes, not necessarily associated with a probability measure; to unbounded processes such as those associated with Feynman integrals; and to random evolutions. Audience: Researchers in mathematical physics, functional analysis and stochastic processes.
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Other editions
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- 2013-03-09
- 238 pages
- Ebook
- Springer Science & Business Media
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