Semiclassical Analysis for Diffusions and Stochastic Processes

• Κύριος συγγραφέας: Kolokoltsov, Vassili N. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
• Έκδοση: 1st ed. 2000.
• Σειρά: Lecture Notes in Mathematics, 1724
• Θέματα: Mathematical analysis.; Analysis (Mathematics).; Probabilities.; Analysis.; Probability Theory 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...