Feynman-Kac-Type Formulae and Gibbs Measures
| By: | József Lörinczi; Fumio Hiroshima; Volker Betz |
| Publisher: | De Gruyter |
| Print ISBN: | 9783110330045 |
| eText ISBN: | 9783110389937 |
| Edition: | 2 |
| Copyright: | 2020 |
| Format: | Reflowable |
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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.