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NON-AUTONOMOUS KATO CLASSES AND FEYNMAN-KAC PROPAGATORS
by Archil Gulisashvili (Ohio University, USA) & Jan A van Casteren (University of Antwerp, Belgium)
This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as mathematical models of systems evolving in a changing environment. A unifying theme of the book is the theory of Feynman-Kac propagators associated with time-dependent measures from non-autonomous Kato classes. In applications, a Feynman-Kac propagator describes the evolution of a physical system in the presence of time-dependent absorption and excitation. The book is suitable as an advanced textbook for graduate courses.
Contents:
- Transition Functions and Markov Processes
- Propagators: General
Theory
- Non-Autonomous Kato Classes of Measures
- Feynman-Kac Propagators
- Some Theorems of Analysis and Probability Theory
Readership: Graduate students and researchers in mathematical analysis,
partial differential equations, and probability theory.
“This book is a very welcome contribution to the growing literature on this fascinating field … It is clearly written and therefore accessible to graduate students and researchers with a solid background in analysis ... It will certainly attract many new researchers to a field which had, curiously, a very slow start but seems now ready to reach its maturity, both on the theoretical and applied sides.”
| 360pp |
Pub. date: Jul 2006 |
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