The Resource Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book)
Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book)
Resource Information
The item Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- 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
- Language
- eng
- Isbn
- 9783540669722
- Label
- Semiclassical Analysis for Diffusions and Stochastic Processes
- Title
- Semiclassical Analysis for Diffusions and Stochastic Processes
- Statement of responsibility
- by Vassili N. Kolokoltsov
- Language
- eng
- Summary
- 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
- Cataloging source
- UkLiU
- http://library.link/vocab/creatorName
- Kolokolʹt︠s︡ov, V. N.
- Nature of contents
- dictionaries
- http://library.link/vocab/subjectName
-
- Diffusion processes
- Evolution equations
- Label
- Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Form of item
- electronic
- Isbn
- 9783540669722
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Reproduction note
- Electronic resource.
- Specific material designation
- remote
- Label
- Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Form of item
- electronic
- Isbn
- 9783540669722
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Reproduction note
- Electronic resource.
- Specific material designation
- remote
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Semiclassical-Analysis-for-Diffusions-and/FvGMg4Tg0WU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Semiclassical-Analysis-for-Diffusions-and/FvGMg4Tg0WU/">Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Semiclassical-Analysis-for-Diffusions-and/FvGMg4Tg0WU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Semiclassical-Analysis-for-Diffusions-and/FvGMg4Tg0WU/">Semiclassical Analysis for Diffusions and Stochastic Processes, by Vassili N. Kolokoltsov, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
