Coverart for item
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)

Label
Semiclassical Analysis for Diffusions and Stochastic Processes
Title
Semiclassical Analysis for Diffusions and Stochastic Processes
Statement of responsibility
by Vassili N. Kolokoltsov
Creator
Subject
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
Member of
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)
Instantiates
Publication
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)
Publication
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

Library Locations

Processing Feedback ...