Stochastic Spectral Theory for Selfadjoint Feller Operators A Functional Integration Approach |
|
| Author:
| Demuth, Michael
Van Casteren, Jan A. |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-3-7643-5887-7 |
| Publication Date: | Jul 2000 |
| Publisher: | Springer Basel AG
|
| Book Format: | Hardback |
| List Price: | USD $179.99USD $109.99 |
Book Description:
|
In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.
In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.