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Semiclassical Analysis for Diffusions and Stochastic Processes - Lecture Notes in Mathematics V.n. Kolokoltsov 2000 edition
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Semiclassical Analysis for Diffusions and Stochastic Processes - Lecture Notes in Mathematics
V.n. Kolokoltsov
A guide to the analytical study of differential, pseudo-differential and stochastic evolution equations describing transition probabilities of Markov processes. These include: degenerate diffusions; more general jump-diffusions; and complex stochastic Schrodinger equations.
356 pages, biography
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 27 mars 2000 |
| ISBN13 | 9783540669722 |
| Éditeurs | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 356 |
| Dimensions | 156 × 234 × 19 mm · 508 g |
| Langue et grammaire | Anglais Français |
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