Semiclassical Analysis for Diffusions and Stochastic Processes

Name: Semiclassical Analysis for Diffusions and Stochastic Processes
Brand: Springer, Berlin
SKU: 9783540669722
Price: 298.01 RON
Availability: InStock

Autor: Vassili N. Kolokoltsov

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Editura: Springer, Berlin

Disponibilitate: În depozitul extern în cantități mici

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298.01 lei

The monograph is devoted mainly to the analytical study of the differential, pseudo-differential and...

Informații despre carte

Autor

Vassili N. Kolokoltsov

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2000

Pagini

356

EAN

9783540669722

ISBN

3540669728

Enbook ID

01567218

Editura

Springer, Berlin

Greutate

572

Dimensiuni

156 x 234 x 19

Descriere completă

The monograph is devoted mainly to the analytical study of the differential, pseudo-differential and stochastic evolution equations describing the transition probabilities of various Markov processes. These include (i) diffusions (in particular,degenerate diffusions), (ii) more general jump-diffusions, especially stable jump-diffusions driven by stable Lévy processes, (iii) complex stochastic Schrödinger equations which correspond to models of quantum open systems. The main results of the book concern the existence, two-sided estimates, path integral representation, and small time and semiclassical asymptotics for the Green functions (or fundamental solutions) of these equations, which represent the transition probability densities of the corresponding random process. The boundary value problem for Hamiltonian systems and some spectral asymptotics ar also discussed. Readers should havean elementary knowledge of probability, complex and functional analysis, and calculus.

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Semiclassical Analysis for Diffusions and Stochastic Processes

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