Semiclassical Analysis for Diffusions and Stochastic Processes

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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 Schr...
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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 Schr...
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  • Formats: pdf
  • ISBN: 9783540465874
  • Publication Date: 3 Dec 2007
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM