Feynman-Kac-Type Formulae and Gibbs Measures
- ISBN-10
- 3110330393
- ISBN-13
- 9783110330397
- Category
- Mathematics
- Pages
- 575
- Language
- English
- Published
- 2020-01-20
- Publisher
- Walter de Gruyter GmbH & Co KG
- Authors
- József Lörinczi, Fumio Hiroshima, Volker Betz
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.
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Other editions
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- 2020-01-20
- 575 pages
- Ebook
- Walter de Gruyter GmbH & Co KG
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