ENGLISH

Stochastic Spectral Theory for Selfadjoint Feller Operators: A functional integration approach (Probability and its Applications)

By Michael Demuth , Jan A. van Casteren

Book information

Publisher
Birkhäuser Basel
Year
2000
ISBN
3764358874, 9783764358877
Google Books ID
ZKDvRuyOBdEC
Open Library ID
OL9316011M
Language
english
Format
DJVU
Filesize
9 MB (9611650 bytes)
Series
Probability and its Applications
Edition
1
Pages
477\477
DPI
600
Time added
2012-02-04 16:00:00

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.

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