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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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| Lenguaje: | eng |
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Springer
2000
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| Acceso en línea: | https://dx.doi.org/10.1007/BFb0112488 http://cds.cern.ch/record/1691468 |