This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. The first volume concentrates on Feynman-Kac-type formulae and Gibbs measures.

This monograph offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. These ideas are then applied principally to a rigorous treatment of some fundamental models of quantum field theory. In this self-contained presentation of the material both beginners and experts are addressed, while putting emphasis on the interdisciplinary character of the subject.

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.

This is the second updated and extended edition of the successful book on Feynman-Kac theory. It offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis. In the second volume, these ideas are applied principally to a rigorous treatment of some fundamental models of quantum field theory.

This book explains the mathematical structures of supersymmetric quantum field theory (SQFT) from the viewpoints of functional and infinite-dimensional analysis. The main mathematical objects are infinite-dimensional Dirac operators on the abstract Boson–Fermion Fock space. The target audience consists of graduate students and researchers who are interested in mathematical analysis of quantum fields, including supersymmetric ones, and infinite-dimensional analysis. The major topics are the clarification of general mathematical structures that some models in the SQFT have in common, and the mathematically rigorous analysis of them. The importance and the relevance of the subject are that in physics literature, supersymmetric quantum field models are only formally (heuristically) considered and hence may be ill-defined mathematically. From a mathematical point of view, however, they suggest new aspects related to infinite-dimensional geometry and analysis. Therefore, it is important to show the mathematical existence of such models first and then study them in detail. The book shows that the theory of the abstract Boson–Fermion Fock space serves this purpose. The analysis developed in the book also provides a good example of infinite-dimensional analysis from the functional analysis point of view, including a theory of infinite-dimensional Dirac operators and Laplacians.

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.