Semiclassical analysis for diffusions and stochastic processes :: SCD d'Orléans

$Semiclassical analysis for diffusions and stochastic processes$

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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Xehetasun bibliografikoak
Egile nagusia:	Kolokoltsov, Vassili Nikitich, 1959-...., mathématicien
Formatua:	Livre numérique
Hizkuntza:	Anglais
Argitaratua:	Berlin [etc.] : Springer [20..]. Cham : Springer Nature
Saila:	Lecture notes in mathematics 1724
Gaiak:	Processus de diffusion Équations d'évolution Analyse globale (mathématiques) Distribution (théorie des probabilités) Probabilités Analyse mathématique
Sarrera elektronikoa:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Oharra:	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

Antzeko izenburuak

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Stochastic analysis and related topics : in honour of Ali Süleyman Üstünel, Paris, June 2010
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Introduction to modeling and analysis of stochastic systems
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Analysis and geometry of Markov diffusion operators
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nork: Bogdan, Krzysztof, et al.

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