Semiclassical Analysis for Diffusions and Stochastic Processes

Semiclassical Analysis for Diffusions an

📁 Semiclassical Analysis for Diffusions and Stochastic Processes

✍ Vassili N. Kolokoltsov (auth.) 📂 Library 📅 2000 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>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-diffu

Stochastic Analysis and Diffusion Proces

📁 Stochastic Analysis and Diffusion Processes

✍ Gopinath Kallianpur, P Sundar 📂 Library 📅 2014 🏛 Oxford University Press 🌐 English

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, a

Applied Stochastic Processes and Control

📁 Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation

✍ Floyd B. Hanson 📂 Library 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English

Diffusion Processes and Related Problems

📁 Diffusion Processes and Related Problems in Analysis, Volume II: Stochastic Flows

✍ Peter H. Baxendale (auth.), Mark A. Pinsky, Volker Wihstutz (eds.) 📂 Library 📅 1992 🏛 Birkhäuser Basel 🌐 English

<p>During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by t

Diffusion Processes and Related Problems

📁 Diffusion Processes and Related Problems in Analysis, Volume II: Stochastic Flows

✍ Peter H. Baxendale (auth.), Mark A. Pinsky, Volker Wihstutz (eds.) 📂 Library 📅 1992 🏛 Birkhäuser Basel 🌐 English

<p>During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by t

Diffusion Processes and Stochastic Calcu

📁 Diffusion Processes and Stochastic Calculus

✍ Fabrice Baudoin 📂 Library 📅 2014 🏛 European Mathematical Society 🌐 English

The main purpose of the book is to present at a graduate level and in a self-contained way the most important aspects of the theory of continuous stochastic processes in continuous time and to introduce to some of its ramifications like the theory of semigroups, the Malliavin calculus and the Lyons’

Semiclassical Analysis for Diffusions and Stochastic Processes

✦ Subjects