Semiclassical Analysis for Diffusions and Stochastic Processes

by Vassili N. Kolokoltsov and V.N. Kolokolʹt︠s︡ov

Book Overview

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 L vy processes, (iii) complex stochastic Schr dinger equations which correspond to models of quantum...

• Format: Paperback
• Language: English
• ISBN: 3540669728
• ISBN13: 9783540669722
• Release Date: March 2000
• Publisher: Springer
• Length: 356 Pages
• Weight: 1.12 lbs.
• Dimensions: 0.7" x 6.2" x 9.3"