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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| Format: | Electronic eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2000.
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| Edition: | 1st ed. 2000. |
| Series: | Lecture Notes in Mathematics,
1724 |
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| Online Access: | Full Text via HEAL-Link |
