Feynman-Kac-type formulae and Gibbs measures

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Bibliographic Information

Feynman-Kac-type formulae and Gibbs measures

József Lörinczi, Fumio Hiroshima, and Volker Betz

(De Gruyter studies in mathematics, v. 34/1 . Feynman-Kac-type theorems and Gibbs measures on path space ; v. 1)

De Gruyter, c2020

2nd ed

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Note

Includes bibliographical references (p. [539]-552) and index

Previous ed.: 2011

Description and Table of Contents

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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