Patrick Muldowney - Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics
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- Название:Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics
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Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics: краткое содержание, описание и аннотация
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, left off,
introduces readers to particular problems of integration in the probability-like theory of quantum mechanics. Written as a motivational explanation of the key points of the underlying mathematical theory, and including ample illustrations of the calculus, this book relies heavily on the mathematical theory set out in the author’s previous work. That said, this work stands alone and does not require a reading of
in order to be understandable.
Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics Stochastic calculus, including discussions of random variation, integration and probability, and stochastic processes. Field theory, including discussions of gauges for product spaces and quantum electrodynamics. Robust and thorough appendices, examples, illustrations, and introductions for each of the concepts discussed within. An introduction to basic gauge integral theory. The methods employed in this book show, for instance, that it is no longer necessary to resort to unreliable «Black Box» theory in financial calculus; that full mathematical rigor can now be combined with clarity and simplicity. Perfect for students and academics with even a passing interest in the application of the gauge integral technique pioneered by R. Henstock and J. Kurzweil,
is an illuminating and insightful exploration of the complex mathematical topics contained within.

for
.
, not the
of ( 2.12). The logic of Example 5indicates that only the left hand value
is permitted in the Riemann sum estimates of the stochastic integral
. Why is this?
is used, but not
or any value intermediate between
and
.
the investor makes a policy decision to purchase a quantity
of shares whose value from time
up to (but not including) time
is
. This number of shares (the portfolio ) is retained up to time
. At that instant of time
the decision cycle is repeated, and the investor adjusts the portfolio by taking a position of holding
number of shares, each of which has the new value
.
to
, the gain in value of the portfolio level chosen at time
is
, since the portfolio quantity
operates in the time period
to
(not
to
). Reverting to continuous form, this translates to Riemann sum terms of the form
(along with the linked probability measure
and family
of measurable subsets of
). The set of numbers