Semiclassical Analysis for Diffusions and Stochastic Processes

Semiclassical Analysis for Diffusions and Stochastic Processes

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-diffusio...

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Bibliographic Details
Main Author: Kolokoltsov, Vassili N. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
Edition:1st ed. 2000.
Series:Lecture Notes in Mathematics, 1724
Subjects:
Mathematical analysis.
Analysis (Mathematics).
Probabilities.
Analysis.
Probability Theory and Stochastic Processes.
Online Access:Full Text via HEAL-Link

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