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Published online by Cambridge University Press: 05 April 2014
This book studies the mathematical aspect of path integrals and Hamiltonians – which emerge from the formulation of quantum mechanics. The theoretical framework of quantum mechanics provides the mathematical tools for studying both quantum indeterminacy and classical randomness. Many problems arising in quantum mechanics as well as in vastly different fields such as finance and economics can be addressed by the mathematics of quantum mechanics, or quantum mathematics in short. All the topics and subjects in the various chapters have been specifically chosen to illustrate the structure of quantum mathematics, and are not tied to any specific discipline, be it quantum mechanics or stochastic systems.
The book is divided into the following six parts, in accordance with the Chapter dependency flowchart given below.
Part one addresses the Fundamental principles of path integrals and (Hamiltonian) operators and consists of five chapters. Chapter 2 is on the Mathematical structure of quantum mechanics and introduces the mathematical framework that emerges from the quantum principle. Chapters 3 to 6 discuss the mathematical pillars of quantum mathematics, starting from the Feynman path integral, summarizing Hamiltonian mechanics and introducing path integral quantization.
Part two is on Stochastic processes. Stochastic systems are dissipative and are shown to be effectively modeled by the path integral. Chapter 7 is focused on the application of quantum mathematics to classical random systems and to stochastic processes.
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