Semiclassical Analysis for Diffusions and Stochastic Processes

Name: Semiclassical Analysis for Diffusions and Stochastic Processes
Brand: Springer, Berlin
SKU: 9783540669722
Price: 59.33 EUR
Availability: InStock

Автор: Vassili N. Kolokoltsov

Език:

Корици: С меки корици

Издател: Springer, Berlin

Наличност: Външен склад в ограничено количество

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59.33 € 116.04 лв

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

Информация за книгата

Автор

Vassili N. Kolokoltsov

Език

Английски език

Корици

Книга - С меки корици

Издадена

2000

страници

356

EAN

9783540669722

ISBN

3540669728

Enbook ID

01567218

Издател

Springer, Berlin

Теглоt

572

Размери

156 x 234 x 19

Пълно описание

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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Пълно описание

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