Name: semiclassical analysis for diffusions and stochastic processes
SKU: 3486756
Price: 1867.00 TWD
Availability: InStock
Author: kolokoltsov
ISBN: 9783540669722

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portada semiclassical analysis for diffusions and stochastic processes

semiclassical analysis for diffusions and stochastic processes

Type

Physical Book

Publisher

Springer

Author

kolokoltsov

Language

English

Pages

347

ISBN

3540669728

ISBN13

9783540669722

Synopsis "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-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 have an elementary knowledge of probability, complex and functional analysis, and calculus.