An Introduction to Infinite-dimensional Oscillatory and Probabilistic Integrals

DOI10.1007/978-3-0348-0909-2_1zbMath1331.28028OpenAlexW2466631420MaRDI QIDQ5743936

Sonia Mazzucchi, Sergio A. Albeverio

Publication date: 9 February 2016

Published in: Stochastic Analysis: A Series of Lectures (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0909-2_1

zbMATH Keywords

Bochner theoremSchrödinger equationsGaussian measuresheat equationsoscillatory integralsFeynman path integralsFresnel integralsProkhorov theoremMinlos-Sazonov theoreminfinite-dimensional integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (3)

Infinite dimensional oscillatory integrals as projective systems of functionals ⋮ Generalized Feynman path integrals and applications to higher-order heat-type equations ⋮ A unified approach to infinite-dimensional integration

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