Semiclassical Analysis for Diffusions and Stochastic Processes. 1st ed. 2000
- 種類:
- 電子ブック
- 責任表示:
- by Vassili N. Kolokoltsov
- 出版情報:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000
- 著者名:
- シリーズ名:
- Lecture Notes in Mathematics ; 1724
- ISBN:
- 9783540465874 [3540465871]
- 注記:
- 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. . - ローカル注記:
- 学内専用E-BOOKS (local access only)
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