Semiclassical analysis for diffusions and stochastic processes/

Kolokoltsov, V. N.

Semiclassical analysis for diffusions and stochastic processes/ Vassili N. Kolokoltsov. - Berlin; New York: Springer, c2000. - viii, 345 p.: ill.; 24 cm. - Lecture notes in mathematics, 1724 0075-8434; . - Lecture notes in mathematics (Springer-Verlag); 1724. .

Includes bibliographical references (p. [329]-345) and index.

3540669728 (pk. : alk. paper) 013028128X

00026545

GBA0-53234


Diffusion processes.
Evolution equations.
Diffusion processes.
Stochastic processes.

510 s 519.2/33
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