Authors:
Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1724)
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsThis is a preview of subscription content, access via your institution.
Table of contents (10 chapters)
-
Front Matter
-
Back Matter
About this book
Keywords
- Boundary value problem
- Lévy process
- Markov process
- Markov processes
- Stochastic Hamilton-Jacobi and Schröder equations
- Stochastic processes
- diffusion
- path integral
- semiclassical approximation
- stochastic process
Bibliographic Information
Book Title: Semiclassical Analysis for Diffusions and Stochastic Processes
Authors: Vassili N. Kolokoltsov
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0112488
Publisher: Springer Berlin, Heidelberg
-
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2000
Softcover ISBN: 978-3-540-66972-2Published: 27 March 2000
eBook ISBN: 978-3-540-46587-4Published: 03 December 2007
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: VIII, 356
Topics: Analysis, Probability Theory