Semiclassical Analysis for Diffusions and Stochastic Processes - Vassili N. Kolokoltsov
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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 eq ... Full description
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Description
More Information
| Author | Vassili N. Kolokoltsov |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Release year | 2000 |
| Cover type | Softcover |
| EAN | 9783540669722 |