Description

Book Synopsis
Focuses on probabilistic foundations of the Feynman-Kac formula. Starting with main examples of Gaussian processes (the Brownian motion, the oscillatory process, and the Brownian bridge), this book presents four different proofs of the Feynman-Kac formula.

Table of Contents
Introduction The basic processes Bound state problems Inequalities Magnetic fields and stochastic integrals Asymptotics Other topics References Index Bibliographic supplement Bibliography.

Functional Integration and Quantum Physics

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    A Hardback by Barry Simon

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      Publisher: MP-AMM American Mathematical
      Publication Date: 12/30/2004 12:00:00 AM
      ISBN13: 9780821835821, 978-0821835821
      ISBN10: 0821835823
      Also in:
      Mathematics Calculus and mathematical analysis Quantum physics

      Description

      Book Synopsis
      Focuses on probabilistic foundations of the Feynman-Kac formula. Starting with main examples of Gaussian processes (the Brownian motion, the oscillatory process, and the Brownian bridge), this book presents four different proofs of the Feynman-Kac formula.

      Table of Contents
      Introduction The basic processes Bound state problems Inequalities Magnetic fields and stochastic integrals Asymptotics Other topics References Index Bibliographic supplement Bibliography.

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