Suitable for advanced undergraduates and graduate students, this text develops the techniques of path integration and deals with applications, covering a host of illustrative examples. 26 figures. 1981 edition.

Graduate-level, systematic presentation of path integral approach to calculating transition elements, partition functions, and source functionals. Covers Grassmann variables, field and gauge field theory, perturbation theory, and nonperturbative results. 1992 edition.

This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.

Although more than 60 years have passed since their first appearance, Feynman path integrals have yet to lose their fascination and luster. They are not only a formidable instrument of theoretical physics, but also a mathematical challenge; in fact, several mathematicians in the last 40 years have devoted their efforts to the rigorous mathematical definition of Feynman's ideas.This volume provides a detailed, self-contained description of the mathematical difficulties as well as the possible techniques used to solve these difficulties. In particular, it gives a complete overview of the mathematical realization of Feynman path integrals in terms of well-defined functional integrals, that is, the infinite dimensional oscillatory integrals. It contains the traditional results on the topic as well as the more recent developments obtained by the author.Mathematical Feynman Path Integrals and Their Applications is devoted to both mathematicians and physicists, graduate students and researchers who are interested in the problem of mathematical foundations of Feynman path integrals.

Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.