Semiclassical Analysis for Diffusions and Stochastic Processes

Name: Semiclassical Analysis for Diffusions and Stochastic Processes
Brand: Springer Nature
SKU: 9783540465874
Availability: InStock

Semiclassical Analysis for Diffusions and Stochastic Processes

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783540465874

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

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 Lvy processes, (iii) complex stochastic Schrdinger 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.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $39.99 - $39.99

BEST PRICE

Single Product Purchase

$36.00

@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$39.99	$39.99		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$36.00		See Site	In stock	Visit Store