03614nam 22006135 450 99646666220331620200709205055.03-540-46587-110.1007/BFb0112488(CKB)1000000000437289(SSID)ssj0000326507(PQKBManifestationID)12069592(PQKBTitleCode)TC0000326507(PQKBWorkID)10296352(PQKB)10556723(DE-He213)978-3-540-46587-4(MiAaPQ)EBC5596212(PPN)155183826(EXLCZ)99100000000043728920100730d2000 u| 0engurnn|008mamaatxtccrSemiclassical Analysis for Diffusions and Stochastic Processes[electronic resource] /by Vassili N. Kolokoltsov1st ed. 2000.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2000.1 online resource (VIII, 356 p.) Lecture Notes in Mathematics,0075-8434 ;1724Includes index.3-540-66972-8 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.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. .Lecture Notes in Mathematics,0075-8434 ;1724Mathematical analysisAnalysis (Mathematics)ProbabilitiesAnalysishttps://scigraph.springernature.com/ontologies/product-market-codes/M12007Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Mathematical analysis.Analysis (Mathematics).Probabilities.Analysis.Probability Theory and Stochastic Processes.519.23Kolokoltsov Vassili Nauthttp://id.loc.gov/vocabulary/relators/aut441084MiAaPQMiAaPQMiAaPQBOOK996466662203316Semiclassical analysis for diffusions and stochastic processes78817UNISA