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Semiclassical analysis for diffusions and stochastic processes /

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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-diffusi...

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Bibliographic Details
Main Author: Kolokolʹt︠s︡ov, V. N. (Vasiliĭ Nikitich)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [2000]
Series:Lecture notes in mathematics (Springer-Verlag) ; 1724.
Subjects:
Diffusion processes.
Evolution equations.
Stochastic processes.
Processus de diffusion.
Équations d'évolution.
Markov-processen.
Diffusievergelijkingen.
Analyse (wiskunde)
Kwantummechanica.
Equacoes diferenciais parciais.
Quasiklassische Näherung.
Stochastische Differentialgleichung.
Schrödinger-Gleichung.
Diffusionsprozess.
Sprungprozess.
Parabolische Differentialgleichung.
Electronic books.
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Call Number: QA3 .L28 vol. 1724
 
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