Semiclassical analysis for diffusions and stochastic processes
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-diffusio...
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| Autor principal: | |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Colecção: | Lecture notes in mathematics
1724 |
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après la consultation, 2024-10-16 Numérisation de l'édition de Berlin, Heidelberg : Springer-Verlag, cop. 2000 La pagination de l'édition imprimée correspondante est de : VIII-345 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Semiclassical analysis for diffusions and stochastic processes, Vassili N. Kolokoltsov, 2000, Berlin, Springer, 1 vol. (VIII-345 p.), Lecture notes in mathematics • Semiclassical Analysis for Diffusions and Stochastic Processes, Texte imprimé, 9783662169087 |
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| 100 | 1 | |a Kolokoltsov, Vassili Nikitich, |d 1959-...., |c mathématicien. | |
| 245 | 1 | 0 | |a Semiclassical analysis for diffusions and stochastic processes |c Vassili N. Kolokoltsov. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1724 |x 1617-9692 | |
| 500 | |a Description d'après la consultation, 2024-10-16 | ||
| 500 | |a Numérisation de l'édition de Berlin, Heidelberg : Springer-Verlag, cop. 2000 | ||
| 500 | |a La pagination de l'édition imprimée correspondante est de : VIII-345 p. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a 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. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | |a Processus de diffusion | ||
| 650 | |a Équations d'évolution | ||
| 650 | |a Analyse globale (mathématiques) | ||
| 650 | |a Distribution (théorie des probabilités) | ||
| 650 | |a Probabilités | ||
| 650 | |a Analyse mathématique | ||
| 776 | 0 | |0 066771277 |t Semiclassical analysis for diffusions and stochastic processes |f Vassili N. Kolokoltsov |d 2000 |c Berlin |n Springer |p 1 vol. (VIII-345 p.) |s Lecture notes in mathematics | |
| 776 | 0 | |t Semiclassical Analysis for Diffusions and Stochastic Processes |b Texte imprimé |z 9783662169087 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/BFb0112488 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-GHQ0NB7N-H |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:750667346 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/BFb0112488 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:754016463 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/BFb0112488 |z Accès INSA CVL | |
| 997 | |0 970052 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||