Feynman-Kac-Type Theorems and Gibbs Measures on Path Space: Volume 1 Feynman-Kac-Type Formulae and Gibbs Measures

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. The first volume concentrates on Feynman-Kac-type formulae and Gibbs measures.

• Addresses both beginners and experts.
• Emphasis on the interdisciplinary character of the subject.