Evolution Processes and the Feynman-Kac Formula /
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 ar...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht :
Springer Netherlands,
1996.
|
| Series: | Mathematics and its applications ;
353. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
|---|---|
| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (ix, 235 pages) |
| ISBN: | 9789401586603 (electronic bk.) 9401586608 (electronic bk.) |