Semiclassical analysis for diffusions and stochastic processes

＜図書＞
Semiclassical analysis for diffusions and stochastic processes

責任表示	Vassili N. Kolokoltsov
シリーズ	Lecture notes in mathematics ; 1724
データ種別	図書
出版情報	Berlin ; Tokyo : Springer-Verlag , c2000
本文言語	英語
大きさ	viii, 345 p. ; 24 cm
概要	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 L vy processes, (iii) complex stochastic Schr dinger 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. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/7006766

一般注記	Includes bibliographical references (p. [329]-345) and index
著者標目	*Kolokoltsov, Vassili N.
書誌ID	1001231280
ISBN	3540669728
NCID	BA46228350
巻冊次	ISBN:3540669728
登録日	2009.09.18
更新日	2017.02.18