|
|
libcats.org
Semiclassical Analysis for Diffusions and Stochastic ProcessesVassili N. KolokoltsovThe 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.
Популярные книги за неделю:
Система упражнений по развитию способностей человека (Практическое пособие)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 818 Kb
Сотворение мира (3-х томник)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 817 Kb
Только что пользователи скачали эти книги:
Encyclopedia of modern us military weaponsАвтор: Timothy M. LaurКатегория: Вооружение
Размер книги: 9.65 Mb
Mind & Magic: An Illustrated Encyclopedia of the Mysterious & UnexplainedАвтор: francis x. King
Размер книги: 372 Kb
Manuscript Verse Collectors and the Politics of Anti-Courtly Love PoetryАвтор: Joshua Eckhardt
Размер книги: 1.04 Mb
The Risk Society and Beyond: Critical Issues for Social TheoryАвтор: Professor Barbara Adam, Автор: Ulrich Beck, Автор: Joost Van Loon
Размер книги: 1.71 Mb
Applied Multivariate Statistical Analysis (6th Edition)Автор: Richard A. Johnson, Автор: Dean W. Wichern
Размер книги: 14.54 Mb
Trickle Bed Reactors: Reactor Engineering & ApplicationsАвтор: Vivek V. Ranade, Автор: Raghunath Chaudhari, Автор: Prashant R. Gunjal
Размер книги: 3.58 Mb
|
|
|