| 书目名称 | Semiclassical Analysis for Diffusions and Stochastic Processes | | 编辑 | Vassili N. Kolokoltsov | | 视频video | | | 概述 | Includes supplementary material: | | 丛书名称 | Lecture Notes in Mathematics | | 图书封面 |  | | 描述 | 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. . | | 出版日期 | Book 2000 | | 关键词 | Boundary value problem; Lévy process; Markov process; Markov processes; Stochastic Hamilton-Jacobi and S | | 版次 | 1 | | doi | https://doi.org/10.1007/BFb0112488 | | isbn_softcover | 978-3-540-66972-2 | | isbn_ebook | 978-3-540-46587-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer-Verlag Berlin Heidelberg 2000 |
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发表于 2025-3-21 16:23:27
