Könyv Evolution Processes and the Feynman-Kac Formula Brian Jefferies

Evolution Processes and the Feynman-Kac Formula

Szerző: Brian Jefferies
Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
38 633 Ft
The evolution of a physical system can often be described in terms of a semigroup of linear operator...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2010
oldal
238
EAN
9789048146505
ISBN
904814650X
Enbook ID
01973580
Súly
359
Méretek
160 x 240 x 13

Teljes leírás

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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