Semiclassical Analysis for Diffusions and Stochastic Processes: 1724 (Lecture Notes in Mathematics, 1724) - Tapa blanda

Kolokoltsov, Vassili N.

 
9783540669722: Semiclassical Analysis for Diffusions and Stochastic Processes: 1724 (Lecture Notes in Mathematics, 1724)
Tapa blanda
ISBN 10: 3540669728 ISBN 13: 9783540669722
Editorial: Springer Berlin Heidelberg, 2010

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer Berlin Heidelberg
Año de publicación
2010
Idioma
Inglés
ISBN 10 
3540669728
ISBN 13 
9783540669722
Encuadernación
Tapa blanda
Número de páginas
364
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania