Item description for Semiclassical Analysis for Diffusions and Stochastic Processes (Lecture Notes in Mathematics) by Vassili N. Kolokoltsov...
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 Lvy processes, (iii) complex stochastic Schrdinger 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 have an elementary knowledge of probability, complex and functional analysis, and calculus.
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Est. Packaging Dimensions: Length: 9.21" Width: 6.14" Height: 0.76" Weight: 1.13 lbs.
Release Date Apr 26, 2000
ISBN 3540669728 ISBN13 9783540669722
Availability 103 units. Availability accurate as of Mar 29, 2017 03:20.
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More About Vassili N. Kolokoltsov
Vassili N. Kolokoltsov is a Reader in Probability in the Department of Statistics at the University of Warwick.
Vassili N. Kolokoltsov has an academic affiliation as follows - University of Warwick.