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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Semiclassical Analysis for Diffusions and Stochastic Processes

Semiclassical Analysis for Diffusions and Stochastic Processes

Kolokoltsov, Vassili N.

Paperback

Series: Lecture Notes in Mathematics, Book 1724

General MathematicsProbability & Statistics

ISBN10: 3540669728
ISBN13: 9783540669722
Publisher: Springer Nature
Published: Mar 27 2000
Pages: 356
Weight: 1.12
Height: 0.73 Width: 6.24 Depth: 9.30
Language: English
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.

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