Semiclassical Analysis for Diffusions and Stochastic Processes (Record no. 30714)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03152nam a22004815i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783540465874 |
| -- | 978-3-540-46587-4 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 515 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Kolokoltsov, Vassili N. |
| 245 10 - TITLE STATEMENT | |
| Title | Semiclassical Analysis for Diffusions and Stochastic Processes |
| Statement of responsibility, etc | by Vassili N. Kolokoltsov. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Berlin, Heidelberg : |
| Name of publisher | Springer Berlin Heidelberg, |
| Year of publication | 2000. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | VIII, 356 p. |
| Other physical details | online resource. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Global analysis (Mathematics). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Analysis. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Probability Theory and Stochastic Processes. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/BFb0112488 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-BOOKS |
| 264 #1 - | |
| -- | Berlin, Heidelberg : |
| -- | Springer Berlin Heidelberg, |
| -- | 2000. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 0075-8434 ; |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
|---|---|---|---|---|---|---|---|
| IMSc Library | EBK1420 | http://dx.doi.org/10.1007/BFb0112488 | E-BOOKS |