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Viac informácií o knihe Semiclassical Analysis for Diffusions and Stochastic Processes

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Semiclassical Analysis for Diffusions and Stochastic Processes
• Autor: Vassili N. Kolokoltsov
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 356
• EAN: 9783540669722
• ISBN: 3540669728
• ID: 01567218
• Nakladateľ: Springer, Berlin
• Hmotnosť: 572 g
• Rozmery: 234 × 156 × 19 mm
• Rok vydania: 2000

Obľúbené z iného súdka

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