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Feynman-Kac-Type Formulae and Gibbs Measures
Feynman-Kac-Type Formulae and Gibbs Measures
Lörinczi, József, Hiroshima, Fumio, Betz, Volker
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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.
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