Exact computation of Feynman-type integrals involving Gaussian random fields

Authors
Kallianpur, G Papanicolaou, VG
Citation
G. Kallianpur et Vg. Papanicolaou, Exact computation of Feynman-type integrals involving Gaussian random fields, STOCH ENV R, 14(1), 2000, pp. 33-49
Citations number
6
Categorie Soggetti
Environment/Ecology,"Environmental Engineering & Energy
Journal title
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
ISSN journal
14363240 → ACNP
Volume
14
Issue
1
Year of publication
2000
Pages
33 - 49
Database
ISI
SICI code
1436-3240(200002)14:1<33:ECOFII>2.0.ZU;2-N
Abstract
We calculate explicitly some expectations (integrals over Hilbert spaces) o f functionals of Gaussian random fields. Our work is inspired by the formul as for the harmonic oscillator. We also show how to do similar calculations by considering continuum limits of sequences of coupled harmonic oscillato rs. The results obtained in this work have applications in the study of ran dom media, renormalization and scaling, and in engineering perturbation ana lysis.