Evolution Processes and the Feynman-Kac Formula

Name: Evolution Processes and the Feynman-Kac Formula
Brand: Springer Netherlands
SKU: 9789048146505
Price: 100.0 EUR
Availability: InStock

Autor: Brian Jefferies

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer Netherlands

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The evolution of a physical system can often be described in terms of a semigroup of linear operator...

Informácie o knihe

Autor

Brian Jefferies

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2010

Stránok

238

EAN

9789048146505

ISBN

904814650X

Enbook ID

01973580

Vydavateľ

Springer Netherlands

Hmotnosť

359

Rozmery

160 x 240 x 13

Kompletný popis

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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Evolution Processes and the Feynman-Kac Formula

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