Semiclassical Analysis for Diffusions and Stochastic Processes PDF Download
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Author: Vassili N. Kolokoltsov
Publisher: Springer
ISBN: 3540465871
Category : Mathematics
Languages : en
Pages : 360
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Book Description
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 semiclassical asymptotics for the Green functions (or fundamental solutions) of these equations, which represent the transition probability densities of the corresponding random process. The boundary value problem for Hamiltonian systems and some spectral asymptotics ar also discussed. Readers should have an elementary knowledge of probability, complex and functional analysis, and calculus.
Author: Vassili N. Kolokoltsov
Publisher: Springer
ISBN: 3540465871
Category : Mathematics
Languages : en
Pages : 360
Get Book Here
Book Description
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 semiclassical asymptotics for the Green functions (or fundamental solutions) of these equations, which represent the transition probability densities of the corresponding random process. The boundary value problem for Hamiltonian systems and some spectral asymptotics ar also discussed. Readers should have an elementary knowledge of probability, complex and functional analysis, and calculus.
Author: Vasiliĭ Nikitich Kolokolʹt︠s︡ov
Publisher:
ISBN:
Category : Diffusion processes
Languages : en
Pages : 0
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Book Description
Author: Vasily Kolokoltsov
Publisher:
ISBN: 9783662169087
Category :
Languages : en
Pages : 366
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Book Description
Author: C. W. Groetsch
Publisher: Springer Science & Business Media
ISBN: 3540399429
Category : Mathematics
Languages : en
Pages : 134
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Book Description
Spectral theory of bounded linear operators teams up with von Neumann’s theory of unbounded operators in this monograph to provide a general framework for the study of stable methods for the evaluation of unbounded operators. An introductory chapter provides numerous illustrations of unbounded linear operators that arise in various inverse problems of mathematical physics. Before the general theory of stabilization methods is developed, an extensive exposition of the necessary background material from the theory of operators on Hilbert space is provided. Several specific stabilization methods are studied in detail, with particular attention to the Tikhonov-Morozov method and its iterated version.
Author: Heinz Hanßmann
Publisher: Springer
ISBN: 3540388966
Category : Mathematics
Languages : en
Pages : 248
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Book Description
This book demonstrates that while elliptic and hyperbolic tori determine the distribution of maximal invariant tori, they themselves form n-parameter families. Therefore, torus bifurcations of high co-dimension may be found in a single given Hamiltonian system, absent untypical conditions or external parameters. The text moves logically from the integrable case, in which symmetries allow for reduction to bifurcating equilibria, to non-integrability, where smooth parametrisations must be replaced by Cantor sets.
Author: Martin Rasmussen
Publisher: Springer Science & Business Media
ISBN: 3540712240
Category : Mathematics
Languages : en
Pages : 222
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Book Description
Although, bifurcation theory of equations with autonomous and periodic time dependence is a major object of research in the study of dynamical systems since decades, the notion of a nonautonomous bifurcation is not yet established. In this book, two different approaches are developed which are based on special definitions of local attractivity and repulsivity. It is shown that these notions lead to nonautonomous Morse decompositions.
Author: Vasile Berinde
Publisher: Springer
ISBN: 3540722343
Category : Mathematics
Languages : en
Pages : 338
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Book Description
This monograph gives an introductory treatment of the most important iterative methods for constructing fixed points of nonlinear contractive type mappings. For each iterative method considered, it summarizes the most significant contributions in the area by presenting some of the most relevant convergence theorems. It also presents applications to the solution of nonlinear operator equations as well as the appropriate error analysis of the main iterative methods.
Author: Hirotaka Akiyoshi
Publisher: Springer
ISBN: 3540718079
Category : Mathematics
Languages : en
Pages : 293
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Book Description
Here is the first part of a work that provides a full account of Jorgensen's theory of punctured torus Kleinian groups and its generalization. It offers an elementary and self-contained description of Jorgensen's theory with a complete proof. Through various informative illustrations, readers are naturally led to an intuitive, synthetic grasp of the theory, which clarifies how a very simple fuchsian group evolves into complicated Kleinian groups.
Author: Jörn Steuding
Publisher: Springer
ISBN: 3540448225
Category : Mathematics
Languages : en
Pages : 320
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Book Description
These notes present recent results in the value-distribution theory of L-functions with emphasis on the phenomenon of universality. Universality has a strong impact on the zero-distribution: Riemann’s hypothesis is true only if the Riemann zeta-function can approximate itself uniformly. The text proves universality for polynomial Euler products. The authors’ approach follows mainly Bagchi's probabilistic method. Discussion touches on related topics: almost periodicity, density estimates, Nevanlinna theory, and functional independence.
Author: Alexander Isaev
Publisher: Springer
ISBN: 3540691537
Category : Mathematics
Languages : en
Pages : 149
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Book Description
In this monograph the author presents a coherent exposition of recent results on complete characterization of Kobayashi-hyperbolic manifolds with high-dimensional groups of holomorphic automorphisms. These classification results can be viewed as complex-geometric analogues of those known for Riemannian manifolds with high-dimensional isotropy groups that were extensively studied in the 1950s-70s.
