7 edition of Semiclassical analysis for diffusions and stochastic processes found in the catalog.
Published
2000
by Springer in Berlin, New York
.
Written in English
Edition Notes
Includes bibliographical references (p. [329]-345) and index.
| Statement | Vassili N. Kolokoltsov. |
| Series | Lecture notes in mathematics -- 1724, Lecture notes in mathematics (Springer-Verlag) -- 1724. |
| The Physical Object | |
|---|---|
| Pagination | viii, 345 p. ; |
| Number of Pages | 345 |
| ID Numbers | |
| Open Library | OL15476423M |
| ISBN 10 | 3540669728, 3540669720 |
| LC Control Number | 00026545 |
| OCLC/WorldCa | 43555169 |
Semiclassical may refer to. Semiclassical gravity, an approximation to the theory of quantum gravity; Semiclassical model, the Rutherford–Bohr model or Bohr model, introduced by Niels Bohr in ; Semiclassical physics, a theory in which one part of a system is described quantum-mechanically whereas the other is treated classically; Beautiful music, a radio format. Stochastic Processes and their Applications , Stochastic Analysis and Applications , Network Equilibria and Disequilibria. Equilibrium and Advanced Transportation Modelling, Theory of Probability & Its Applications , Cited by:
This book provides an introductory account of the mathematical analysis of stochastic processes. It is helpful for statisticians and applied mathematicians interested in methods for solving particular problems, rather than for pure mathematicians interested in general theorems. The main purpose of the book is to present, at a graduate level and in a self-contained way, the most important aspects of the theory of continuous stochastic processes in continuous time and to introduce some of its ramifications such as the theory of semigroups, the Malliavin calculus, and the Lyons' rough paths.
T Stochastic for Sale Refine Results Under $60 \ Under $ \ Under $ \ Under $ \ Under $ \ Under $ \ Under $ \ Under $ \ Under $ \ Under $ Sort Listings Relevant \ Completing \ Priced Low To High \ Highest \ Newest. Markov diffusions corresponding to solutions of the Klein-Gordon equation are introduced in a similar way as in Nelson's stochastic mechanics. A relativistic version of .
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Buy Semiclassical Analysis for Diffusions and Stochastic Processes (Lecture Notes in Mathematics) on FREE SHIPPING on qualified orders Semiclassical Analysis for Diffusions and Stochastic Processes (Lecture Notes in Mathematics): Vassili N.
Kolokoltsov: : BooksCited by: Semiclassical Analysis for Diffusions and Stochastic Processes Article in Lecture Notes in Mathematics -Springer-verlag- January with 24 Reads How we measure 'reads'. 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. Semiclassical Analysis for Diffusions and Stochastic Processes. Authors; 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.
Get this from a library. Semiclassical analysis for diffusions and stochastic processes. [V N Kolokolʹt︠s︡ov]. Semiclassical Analysis for Diffusions and Stochastic Processes. Summary: 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.
Chapter 6. Semiclassical asymptotics for the localised Feller-Courrege processes 1. Maslov's tunnel equations and the Feller-Courrege processes 2.
Rough local asymptotics and local large deviations 3. Refinement and globalisation Chapter 7. Complex stochastic diffusions or stochastic Schrödinger equations 1. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis.
The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details. Starting with the construction of stochastic processes, the book Cited by: 3.
semiclassical analysis have appeared recently. The book by Dimassi and Sj¨ostrand [D-S] starts with the WKB-method, develops the general semiclassical calculus, and then provides “high tech” spectral asymp-totics. The presentation of Martinez [M] is based on a systematic development of FBI (Fourier-Bros-Iagolnitzer) transform techniques,File Size: KB.
Kolokoltsov V.N. () Semiclassical approximation for regular diffusion. In: Semiclassical Analysis for Diffusions and Stochastic Processes. Lecture Notes Author: Vassili N. Kolokoltsov. SEMICLASSSICAL ANALYSIS FOR DIFFUSIONS AND STOCHASTIC PROCESSES (nal draft) Vassili N Kolokoltsov Published by Springer, LNM, v.To my teachers V.P.
Maslov and A.M. Stepin Preface The monograph is devoted mainly to the analytical study of the fftial, ff and stochastic evolution equa. Semiclassical Analysis About this Title. Maciej Zworski, University of California, Berkeley, Berkeley, CA. Publication: Graduate Studies in Mathematics Publication Year Volume ISBNs: (print); (online).
Cambridge Core - Probability Theory and Stochastic Processes - Diffusions, Markov Processes, and Martingales - by L. RogersCited by: Semiclassical and Stochastic Gravity by Bei-lok B.
Hu, Enric Verdaguer. Title Semiclassical and Stochastic Gravity. Bei-Lok B. Hu is Professor of Physics at the University of Maryland, College Park. His research in theoretical physics focuses on gravitation and quantum Rating: % positive.
Publisher description for Semiclassical analysis for diffusions and stochastic processes / Vassili N. Kolokoltsov.
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. Large Deviations for Diffusions. (source: Nielsen Book Data) Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications.
The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. Semiclassical analysis for diffusions and stochastic processes.
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 Author: Vassili N Kolokoltsov.
From the mathematical point of view, semiclassical analysis is a branch of microlocal analysis which, broadly speaking, applies harmonic analysis and symplectic geometry to the study of linear and nonlinear PDE. The book is intended to be a graduate level text introducing readers to semiclassical and microlocal methods in PDE.
Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical finance. This book is a compact, graduate-level text that develops the Cited by: 3. This is a brief introduction to stochastic processes studying certain elementary continuous-time processes.
After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's /5(7).
LECTURE STOCHASTIC DIFFERENTIAL EQUATIONS, DIFFUSION PROCESSES, AND THE FEYNMAN-KAC FORMULA 1. Existence and Uniqueness of Solutions to SDEs It is frequently the case that economic or nancial considerations will suggest that a stock price, exchange rate, interest rate, or other economic variable evolves in time according to a stochastic.Stochastic Analysis of Reaction–Diffusion Processes Fig.
1 (A) A deterministic version of the French flag problem. (B) One realization of the French flag model based on stochastic dynamics. The bars are color-coded according to the number of molecules in a cell: blue—greater than 12 and white—greater than 6 molecules.
(From Kang et Size: 4MB.Lectures On Semiclassical Analysis. This note explains the following topics: Symplectic geometry, Fourier transform, stationary phase, Quantization of symbols, Semiclassical defect measures, Eigenvalues and eigenfunctions, Exponential estimates for eigenfunctions, symbol calculus, Quantum ergodicity and Quantizing symplectic transformations.
