Abstract
This chapter contains some important relations and exact formulae for integrals w.r.t. Gaussian measures and quasimeasures whose characteristic functional is an exponent of a (2p)-linear form. It considers formulae for infinitesimal change of measure, polynomials with Wick ordering and Feynman diagram method, both for measures and quasimeasures. Main relations for integrals w.r.t. Gaussian measures in some particular spaces are given in detail.
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© 1993 Springer Science+Business Media Dordrecht
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Egorov, A.D., Sobolevsky, P.I., Yanovich, L.A. (1993). Integrals with Respect to Gaussian Measures and Some Quasimeasures: Exact Formulae, Wick Polynomials, Diagrams. In: Functional Integrals: Approximate Evaluation and Applications. Mathematics and Its Applications, vol 249. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1761-6_2
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DOI: https://doi.org/10.1007/978-94-011-1761-6_2
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4773-9
Online ISBN: 978-94-011-1761-6
eBook Packages: Springer Book Archive