Książka Evolution Processes and the Feynman-Kac Formula B. Jefferies

Evolution Processes and the Feynman-Kac Formula

Autor: B. Jefferies
Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
424.83
The evolution of a physical system can often be described in terms of a semigroup of linear operator...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Twarda
Data wydania
1995
strony
238
EAN
9780792338437
ISBN
079233843X
Enbook ID
01394963
Waga
543
Wymiary
155 x 235 x 18

Pełny opis

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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