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Semiclassical Analysis for Diffusions and Stochastic Processes - Lecture Notes in Mathematics V.n. Kolokoltsov 2000 edition
Semiclassical Analysis for Diffusions and Stochastic Processes - Lecture Notes in Mathematics
V.n. Kolokoltsov
A guide to the analytical study of differential, pseudo-differential and stochastic evolution equations describing transition probabilities of Markov processes. These include: degenerate diffusions; more general jump-diffusions; and complex stochastic Schrodinger equations.
356 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2000. gada 27. marts |
| ISBN13 | 9783540669722 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 356 |
| Izmēri | 156 × 234 × 19 mm · 508 g |
| Valoda | Angļu Franču |