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Complex Measures on Path Space: An Introduction to the Feynman Integral Applied to the Schro¨dinger Equation

Author

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  • Kolokoltsov Vassili

    (Nottingham Trent University)

Abstract

A simple general approach to the construction of measures on path space is developed. It is used for the path integral representation of evolutionary equations including Feller processes, the Schro¨dinger equation, and dissipative Schro¨dinger equations. At the end of the paper we give a short guide to the immense literature on path integration sketching the main known approaches to the construction of the Feynman integral and indicating possible generalizations.

Suggested Citation

  • Kolokoltsov Vassili, 1999. "Complex Measures on Path Space: An Introduction to the Feynman Integral Applied to the Schro¨dinger Equation," Methodology and Computing in Applied Probability, Springer, vol. 1(3), pages 349-365, October.
    • Handle: RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010094613844
    DOI: 10.1023/A:1010094613844
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