Exact computation of Feynman-type integrals involving Gaussian random fields

Kallianpur, G; Papanicolaou, VG

dc.contributor.author	Kallianpur, G	en
dc.contributor.author	Papanicolaou, VG	en
dc.date.accessioned	2014-03-01T01:49:52Z
dc.date.available	2014-03-01T01:49:52Z
dc.date.issued	2000	en
dc.identifier.issn	1436-3240	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/25952
dc.subject	Feynman integral	en
dc.subject	multiparameter Gaussian (or Wiener) process	en
dc.subject	Brownian sheet/tent	en
dc.subject.classification	Engineering, Environmental	en
dc.subject.classification	Engineering, Civil	en
dc.subject.classification	Environmental Sciences	en
dc.subject.classification	Statistics & Probability	en
dc.subject.classification	Water Resources	en
dc.title	Exact computation of Feynman-type integrals involving Gaussian random fields	en
heal.type	journalArticle	en
heal.language	English	en
heal.publicationDate	2000	en
heal.abstract	We calculate explicitly some expectations (integrals over Hilbert spaces) of functionals of Gaussian random fields. Our work is inspired by the formulas for the harmonic oscillator. We also show how to do similar calculations by considering continuum limits of sequences of coupled harmonic oscillators. The results obtained in this work have applications in the study of random media, renormalization and scaling, and in engineering perturbation analysis.	en
heal.publisher	SPRINGER VERLAG	en
heal.journalName	STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT	en
dc.identifier.isi	ISI:000086860400003	en
dc.identifier.volume	14	en
dc.identifier.issue	1	en
dc.identifier.spage	33	en
dc.identifier.epage	49	en