Evolution Processes and the Feynman-Kac Formula:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Dordrecht
Springer Netherlands
1996
|
| Schriftenreihe: | Mathematics and Its Applications
353 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This book is an outgrowth of ideas originating from 1. Kluvanek. Unfortunately, Professor Kluvanek did not live to contribute to the project of writing up in a systematic form, the circle of ideas to which the present work is devoted. It is more than likely that with his input, the approach and areas of emphasis of the resulting exposition would have been quite different from what we have here. Nevertheless, the stamp of Kluvanek's thought and philosophy (but not necessarily his approval) abounds throughout this book. Although the title gives no indication, integration theory in vector spaces is a central topic of this work. However, the various notions of integration developed here are intimately connected with a specific application- the representation of evolutions by functional integrals. The representation of a perturbation to the heat semigroup in terms of Wiener measure is known as the Feynman-Kac formula, but the term has a wider meaning in the present work. Traditionally, such representations have been used to obtain analytic information about perturbations to free evolutions as an alternative to arguments with a more operator-theoretic flavour. No applications of this type are given here. It is an underlying assumption of the presentation of this material that representations of the nature of the Feynman-Kac formula are worth obtaining, and in the process of obtaining them, we may be led to new, possibly fertile mathematical structures- a view largely motivated by the pervasive use of path integrals in quantum physics |
| Beschreibung: | 1 Online-Ressource (X, 238 p) |
| ISBN: | 9789401586603 9789048146505 |
| DOI: | 10.1007/978-94-015-8660-3 |
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Datensatz im Suchindex
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| author | Jefferies, Brian |
| author_facet | Jefferies, Brian |
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| author_sort | Jefferies, Brian |
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| indexdate | 2024-07-10T01:21:14Z |
| institution | BVB |
| isbn | 9789401586603 9789048146505 |
| language | English |
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| series2 | Mathematics and Its Applications |
| spelling | Jefferies, Brian Verfasser aut Evolution Processes and the Feynman-Kac Formula by Brian Jefferies Dordrecht Springer Netherlands 1996 1 Online-Ressource (X, 238 p) txt rdacontent c rdamedia cr rdacarrier Mathematics and Its Applications 353 This book is an outgrowth of ideas originating from 1. Kluvanek. Unfortunately, Professor Kluvanek did not live to contribute to the project of writing up in a systematic form, the circle of ideas to which the present work is devoted. It is more than likely that with his input, the approach and areas of emphasis of the resulting exposition would have been quite different from what we have here. Nevertheless, the stamp of Kluvanek's thought and philosophy (but not necessarily his approval) abounds throughout this book. Although the title gives no indication, integration theory in vector spaces is a central topic of this work. However, the various notions of integration developed here are intimately connected with a specific application- the representation of evolutions by functional integrals. The representation of a perturbation to the heat semigroup in terms of Wiener measure is known as the Feynman-Kac formula, but the term has a wider meaning in the present work. Traditionally, such representations have been used to obtain analytic information about perturbations to free evolutions as an alternative to arguments with a more operator-theoretic flavour. No applications of this type are given here. It is an underlying assumption of the presentation of this material that representations of the nature of the Feynman-Kac formula are worth obtaining, and in the process of obtaining them, we may be led to new, possibly fertile mathematical structures- a view largely motivated by the pervasive use of path integrals in quantum physics Mathematics Functional analysis Operator theory Distribution (Probability theory) Applications of Mathematics Functional Analysis Measure and Integration Probability Theory and Stochastic Processes Operator Theory Mathematik Nichtlineare Evolutionsgleichung (DE-588)4221363-0 gnd rswk-swf Evolutionsgleichung (DE-588)4129061-6 gnd rswk-swf Dynamisches System (DE-588)4013396-5 gnd rswk-swf Pfadintegral (DE-588)4173973-5 gnd rswk-swf Dynamisches System (DE-588)4013396-5 s Nichtlineare Evolutionsgleichung (DE-588)4221363-0 s Pfadintegral (DE-588)4173973-5 s 1\p DE-604 Evolutionsgleichung (DE-588)4129061-6 s 2\p DE-604 Mathematics and Its Applications 353 (DE-604)BV008163334 353 https://doi.org/10.1007/978-94-015-8660-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Jefferies, Brian Evolution Processes and the Feynman-Kac Formula Mathematics and Its Applications Mathematics Functional analysis Operator theory Distribution (Probability theory) Applications of Mathematics Functional Analysis Measure and Integration Probability Theory and Stochastic Processes Operator Theory Mathematik Nichtlineare Evolutionsgleichung (DE-588)4221363-0 gnd Evolutionsgleichung (DE-588)4129061-6 gnd Dynamisches System (DE-588)4013396-5 gnd Pfadintegral (DE-588)4173973-5 gnd |
| subject_GND | (DE-588)4221363-0 (DE-588)4129061-6 (DE-588)4013396-5 (DE-588)4173973-5 |
| title | Evolution Processes and the Feynman-Kac Formula |
| title_auth | Evolution Processes and the Feynman-Kac Formula |
| title_exact_search | Evolution Processes and the Feynman-Kac Formula |
| title_full | Evolution Processes and the Feynman-Kac Formula by Brian Jefferies |
| title_fullStr | Evolution Processes and the Feynman-Kac Formula by Brian Jefferies |
| title_full_unstemmed | Evolution Processes and the Feynman-Kac Formula by Brian Jefferies |
| title_short | Evolution Processes and the Feynman-Kac Formula |
| title_sort | evolution processes and the feynman kac formula |
| topic | Mathematics Functional analysis Operator theory Distribution (Probability theory) Applications of Mathematics Functional Analysis Measure and Integration Probability Theory and Stochastic Processes Operator Theory Mathematik Nichtlineare Evolutionsgleichung (DE-588)4221363-0 gnd Evolutionsgleichung (DE-588)4129061-6 gnd Dynamisches System (DE-588)4013396-5 gnd Pfadintegral (DE-588)4173973-5 gnd |
| topic_facet | Mathematics Functional analysis Operator theory Distribution (Probability theory) Applications of Mathematics Functional Analysis Measure and Integration Probability Theory and Stochastic Processes Operator Theory Mathematik Nichtlineare Evolutionsgleichung Evolutionsgleichung Dynamisches System Pfadintegral |
| url | https://doi.org/10.1007/978-94-015-8660-3 |
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