𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Semiclassical Analysis for Diffusions and Stochastic Processes

✍ Scribed by Vassili N. Kolokoltsov (auth.)

Book ID
127426558
Publisher
Springer
Year
2000
Tongue
English
Weight
2 MB
Edition
1
Category
Library
City
Berlin; New York
ISBN
3540465871
ISSN
0075-8434

No coin nor oath required. For personal study only.

✦ Synopsis

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 LΓ©vy processes, (iii) complex stochastic SchrΓΆdinger 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.

✦ Subjects

Probability Theory and Stochastic Processes

πŸ“œ SIMILAR VOLUMES

Applied Stochastic Processes and Control
Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation
✍ Floyd B. Hanson πŸ“‚ Library πŸ“… 2007 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 3 MB

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump-diffusions in continuous time. The author covers the important problem of cont

Stochastic Analysis and Diffusion Proces
Stochastic Analysis and Diffusion Processes || Invariant Measures and Ergodicity
✍ Kallianpur, Gopinath; Sundar, P πŸ“‚ Article πŸ“… 2014 πŸ› Oxford University Press 🌐 English βš– 231 KB

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