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Semiclassical Analysis for Diffusions and Stochastic Processes

Semiclassical Analysis for Diffusions and Stochastic Processes

by Vassili N. Kolokoltsov
Paperback
Publication Date: 27/03/2000

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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 Levy processes, (iii) complex stochastic Schroedinger 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.
ISBN:
9783540669722
9783540669722
Category:
Differential calculus & equations
Format:
Paperback
Publication Date:
27-03-2000
Language:
English
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country of origin:
Germany
Pages:
356
Dimensions (mm):
235x155x19mm
Weight:
1.14kg

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