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Evolution Processes and the Feynman-Kac Formula (Mathematics and Its Applications (closed))

Author Brian Jefferies
Publisher Springer
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Book Details
PublisherSpringer
ISBN / ASIN079233843X
ISBN-139780792338437
AvailabilityUsually ships in 2 to 5 weeks
Sales Rank7,797,523
MarketplaceUnited States 🇺🇸

Description

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.