Semiclassical Analysis for Diffusions and Stochastic Processes (Lecture Notes in Computer Science) (Taschenbuch) von Vassili N. Kolokoltsov Kurzbeschreibung: 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 Lévy processes, (iii) complex stochastic Schrödinger 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. Lesen Sie mehr... Rezensionen ansehen...   Angebote zu  Semiclassical ,  Analysis ,  Diffusions  ab 1 Euro! Sonstige Artikel: Caught between cultures. Schülerbuch. Colonial and postcolonial short stories (Lernmaterialien) (Broschiert) von Ellen Butzko, Susanne Pongratz Runter kommen sie immer! Das Buch, das Sie brauchen, bevor Sie in die Luft gehen (Gebundene Ausgabe) von Hans Kantereit ADS - Eltern als Coach. Aufmerksamkeitsdefizitsyndrom. Praktisches Workbook für Eltern (Gebundene Ausgabe) von Elisabeth Aust-Claus, Petra-Marina Hammer, Elisabeth Aust- Claus Mehr zu  Analysis,  Integralgleichungen,  Formelwerke & Tabellen,  Stochastische Prozesse,  Differential Equations,  Statistics,  Stochastic Modeling,  Mathematical Analysis,  Evolution,  Science,  Differential Equations,  Probability & Statistics,  Mathematics,  Mathematical Analysis Home ...,    Verwandte produkte ...,    Begleitseite ... Herausgeber dieser Seite ist DomainLoc.com GmbH - Partner von Amazon.de Copyright © DomainLoc.com GmbH (Impressum)