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The Resource Semiclassical analysis for diffusions and stochastic processes, Vassili N. Kolokoltsov

Semiclassical analysis for diffusions and stochastic processes, Vassili N. Kolokoltsov

Label
Semiclassical analysis for diffusions and stochastic processes
Title
Semiclassical analysis for diffusions and stochastic processes
Statement of responsibility
Vassili N. Kolokoltsov
Creator
Subject
Language
eng
Summary
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 Lvy processes, (iii) complex stochastic Schrdinger 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
Member of
Cataloging source
YNG
http://library.link/vocab/creatorName
Kolokolʹt︠s︡ov, V. N.
Dewey number
  • 510 s
  • 519.2/33
Illustrations
illustrations
Index
index present
Language note
English
LC call number
QA3
LC item number
.L28 vol. 1724
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Lecture notes in mathematics,
Series volume
1724
http://library.link/vocab/subjectName
  • Diffusion processes
  • Evolution equations
  • Processus de diffusion
  • Équations d'évolution
  • Diffusion processes
  • Evolution equations
  • Markov-processen
  • Diffusievergelijkingen
  • Analyse (wiskunde)
  • Kwantummechanica
  • Quasiklassische Näherung
  • Stochastische Differentialgleichung
  • Schrödinger-Gleichung
  • Diffusionsprozess
  • Sprungprozess
  • Parabolische Differentialgleichung
  • Equacoes diferenciais parciais
Target audience
adult
Label
Semiclassical analysis for diffusions and stochastic processes, Vassili N. Kolokoltsov
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 329-345) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
I Gaussian diffusions -- II Boundary value problem for Hamiltonian systems -- III Semiclassical approximation for regular diffusion -- IV Invariant degenerate diffusion on cotangent bundles -- V Transition probability densities for stable jump-diffusion -- VI Semiclassical asymptotics for the localised Feller-Courrge processes -- VII Complex stochastic diffusions or stochastic Schrdinger equations -- VIII Some topics in semiclassical spectral analysis -- IX Path integration for the Schrdinger, heat and complex stochastic diffusion equations
Control code
261067580
Dimensions
unknown
Extent
1 online resource (viii, 345 pages)
File format
one file format
Form of item
online
Isbn
9783540465874
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/BFb0112488.
Other physical details
illustrations.
Quality assurance targets
unknown
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)261067580
Label
Semiclassical analysis for diffusions and stochastic processes, Vassili N. Kolokoltsov
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 329-345) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
I Gaussian diffusions -- II Boundary value problem for Hamiltonian systems -- III Semiclassical approximation for regular diffusion -- IV Invariant degenerate diffusion on cotangent bundles -- V Transition probability densities for stable jump-diffusion -- VI Semiclassical asymptotics for the localised Feller-Courrge processes -- VII Complex stochastic diffusions or stochastic Schrdinger equations -- VIII Some topics in semiclassical spectral analysis -- IX Path integration for the Schrdinger, heat and complex stochastic diffusion equations
Control code
261067580
Dimensions
unknown
Extent
1 online resource (viii, 345 pages)
File format
one file format
Form of item
online
Isbn
9783540465874
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/BFb0112488.
Other physical details
illustrations.
Quality assurance targets
unknown
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)261067580

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