Contacto
Cómo comprar
Entrega
Guía de compras
Semiclassical Analysis for Diffusions and Stochastic Processes
Inglés
148 b
Política de devolución de 30 días
Clientes que también han comprado
/
Tapa blanda
35.49
€
/
Tapa blanda
13.89
€
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 havean elementary knowledge of probability, complex and functional analysis, and calculus.
Sobre el libro
Inglés
Regale este libro hoy
Es fácil
1 Añadir al carrito y elegir Entregar como regalo en el checkout 2 Le enviaremos un vale 3 El libro llegará a la dirección del destinatarioTambién puede interesarle
/
Tapa blanda
71.99
€
/
Tapa dura
128.69
€
/
Tapa blanda
16.39
€
¡Hola! Soy Libroamiko, tu asesor de libros.
¿Cómo puedo ayudarte?