A Modern Theory Of Random Variation: With Appli... -
The book provides a path through standard and advanced topics using this new framework:
: The theory is built exclusively on finitely additive probability distribution functions, simplifying the mathematical underpinnings.
: Unique results that treat Feynman path integrals as actual integrals, expressing Feynman diagrams as convergent series.
: It utilizes the Stieltjes-complete integral to overcome the technical limitations of traditional methods. Key Concepts Covered
A Modern Theory of Random Variation: With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration