TY - BOOK ID - 77944185 TI - Path integrals for stochastic processes : an introduction PY - 2013 SN - 1299281354 9814449040 9789814449045 9814447994 9789814447997 9781299281356 PB - Singapore ; Hackensack, N.J. : World Scientific, DB - UniCat KW - Function spaces. KW - Stochastic integrals. KW - Integrals, Stochastic KW - Stochastic analysis KW - Spaces, Function KW - Functional analysis KW - Stochastic processes. KW - Path integrals. UR - https://www.unicat.be/uniCat?func=search&query=sysid:77944185 AB - 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 witnesse ER -