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: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2000, 2000
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| Edition: | 1st ed. 2000 |
| Series: | Lecture Notes in Mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Gaussian diffusions
- Boundary value problem for Hamiltonian systems
- Semiclassical approximation for regular diffusion
- Invariant degenerate diffusion on cotangent bundles
- Transition probability densities for stable jump-diffusions
- Semiclassical asymptotics for the localised Feller-Courrège processes
- Complex stochastic diffusion or stochastic Schrödinger equation
- Some topics in semiclassical spectral analysis
- Path integration for the Schrödinger, heat and complex diffusion equations