Semiclassical analysis for diffusions and stochastic processes /
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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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[2000]
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| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1724. |
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| Online Access: | Connect to the full text of this electronic book |
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