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Semiclassical Analysis for Diffusions and Stochastic Processes
Vassili N. Kolokoltsov
Broschiertes Buch

Semiclassical Analysis for Diffusions and Stochastic Processes

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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 semicl...