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Digital
Analytically tractable stochastic stock price models
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ISBN: 9783642433863 9783642312144 Year: 2012 Publisher: Heidelberg Springer

Non-autonomous Kato classes and Feynman-Kac propagators
Authors: ---
ISBN: 128191956X 9786611919566 9812774602 9789812774606 9781281919564 9812565574 9789812565570 9812565574 9789812565570 Year: 2006 Publisher: Singapore ; Hackensack, N.J. : World Scientific,

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Abstract

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 pre

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