Semiclassical Analysis for Diffusions and Stochastic Processes

Name: Semiclassical Analysis for Diffusions and Stochastic Processes
Brand: Springer, Berlin
SKU: 9783540669722
Price: 1311 CZK
Availability: InStock

Autor: Vassili N. Kolokoltsov

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele v malém množství

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

Informace o knize

Autor

Vassili N. Kolokoltsov

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2000

Stránek

356

EAN

9783540669722

ISBN

3540669728

Enbook ID

01567218

Vydavatel

Springer, Berlin

Hmotnost

572

Rozměry

156 x 234 x 19

Kompletní popis

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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Kompletní popis

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