Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney
| Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney |
| Autore | Muldowney P (Patrick), <1946-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (382 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Henstock-Kurzweil integral Feynman integrals |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-59552-5
1-119-59550-9 1-119-59554-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555288603321 |
Muldowney P (Patrick), <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Lo trovi qui: Univ. Federico II | ||
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Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney
| Gauge integral structures for stochastic calculus and quantum electrodynamics / / Patrick Muldowney |
| Autore | Muldowney P (Patrick), <1946-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , [2021] |
| Descrizione fisica | 1 online resource (382 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Henstock-Kurzweil integral Feynman integrals |
| ISBN |
1-119-59552-5
1-119-59550-9 1-119-59554-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Stochastic integration -- Random variation -- Integration and probability -- Stochastic processes -- Brownian motion -- Stochastic sums -- Gauges for product spaces -- Quantum field theory -- Quantum electrodynamics. |
| Record Nr. | UNINA-9910831097703321 |
Muldowney P (Patrick), <1946->
|
||
| Hoboken, New Jersey : , : Wiley, , [2021] | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A modern theory of random variation : with applications in stochastic calculus, financial mathematics, and Feynman integration / / Patrick Muldowney
| A modern theory of random variation : with applications in stochastic calculus, financial mathematics, and Feynman integration / / Patrick Muldowney |
| Autore | Muldowney P (Patrick), <1946-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (545 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico |
Random variables
Calculus of variations Path integrals Mathematical analysis |
| ISBN |
9781118345948
1118345940 9781118345955 1118345959 9781283835008 1283835002 9781118345924 1118345924 |
| Classificazione | MAT034000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
A Modern Theory of Random Variation: With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration; Contents; Preface; Symbols; 1 Prologue; 1.1 About This Book; 1.2 About the Concepts; 1.3 About the Notation; 1.4 Riemann, Stieltjes, and Burkill Integrals; 1.5 The -Complete Integrals; 1.6 Riemann Sums in Statistical Calculation; 1.7 Random Variability; 1.8 Contingent and Elementary Forms; 1.9 Comparison With Axiomatic Theory; 1.10 What Is Probability?; 1.11 Joint Variability; 1.12 Independence; 1.13 Stochastic Processes; 2 Introduction
2.1 Riemann Sums in Integration2.2 The -Complete Integrals in Domain ]0,1]; 2.3 Divisibility of the Domain ]0,1]; 2.4 Fundamental Theorem of Calculus; 2.5 What Is Integrability?; 2.6 Riemann Sums and Random Variability; 2.7 How to Integrate a Function; 2.8 Extension of the Lebesgue Integral; 2.9 Riemann Sums in Basic Probability; 2.10 Variation and Outer Measure; 2.11 Outer Measure and Variation in [0,1]; 2.12 The Henstock Lemma; 2.13 Unbounded Sample Spaces; 2.14 Cauchy Extension of the Riemann Integral; 2.15 Integrability on ]0,(infinity)[; 2.16 ""Negative Probability"" 2.17 Henstock Integration in Rn2.18 Conclusion; 3 Infinite-Dimensional Integration; 3.1 Elements of Infinite-Dimensional Domain; 3.2 Partitions of RT; 3.3 Regular Partitions of RT; 3.4 δ-Fine Partially Regular Partitions; 3.5 Binary Partitions of RT; 3.6 Riemann Sums in RT; 3.7 Integrands in RT; 3.8 Definition of the Integral in RT; 3.9 Integrating Functions in RT; 4 Theory of the Integral; 4.1 The Henstock Integral; 4.2 Gauges for RT; 4.3 Another Integration System in RT; 4.4 Validation of Gauges in RT; 4.5 The Burkill-Complete Integral in RT; 4.6 Basic Properties of the Integral 5.10 Introduction to Central Limit Theorem5.11 Proof of Central Limit Theorem; 5.12 Probability Symbols; 5.13 Measurability and Probability; 5.14 The Calculus of Probabilities; 6 Gaussian Integrals; 6.1 Fresnel's Integral; 6.2 Evaluation of Fresnel's Integral; 6.3 Fresnel's Integral in Finite Dimensions; 6.4 Fresnel Distribution Function in Rn; 6.5 Infinite-Dimensional Fresnel Integral; 6.6 Integrability on RT; 6.7 The Fresnel Function Is VBG*; 6.8 Incremental Fresnel Integral; 6.9 Fresnel Continuity Properties; 7 Brownian Motion; 7.1 c-Brownian Motion; 7.2 Brownian Motion With Drift 7.3 Geometric Brownian Motion |
| Record Nr. | UNINA-9910141367303321 |
Muldowney P (Patrick), <1946->
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| Hoboken, N.J., : Wiley, 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
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