Semiclassical analysis for diffusions and stochastic processes / Vassili N. Kolokoltsov.

• Material Type: 図書
• ISBN: 3540669728
• ISSN (series): 0075-8434
• Title: Semiclassical analysis for diffusions and stochastic processes / Vassili N. Kolokoltsov.
• Series Title: Lecture notes in mathematics ; 1724
• Title Heading: Lecture notes in mathematics (Springer-Verlag) ; 1724.
• Author Heading: Kolokol't͡sov, V. N. (Vasiliĭ Nikitich)
• Publication, Distribution, etc.: Berlin : Springer; Tokyo : Springer
• Publication Date: c2000.
• Publication Date (W3CDTF): 2000
• Extent: viii, 345 p. ; 24 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: 拡散過程. Kakusankatei.; 発展方程式. Hattenhoteisiki.; Diffusion processes.; Evolution equations.
• LCC: QA3; QA274.75
• DDC: 510 s; 519.2/33
• NDLC: MA211
• Note (Bibliography): Includes bibliographical references (p. [329]-345) and index.
• Holding library: 国立国会図書館
• Call No.: MA211-A198
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003079749; http://id.ndl.go.jp/bib/000003079749
• LC Control Number: 00026545; https://lccn.loc.gov/00026545
• Bibliographic Record Category (NDL): 211

Table of Contents

CONTENTS

introduction/ 1

Chapter 1．　Gaussian diffusions

1．　Gaussian diffusion. Probabilistic and analytic approaches/ 17

2．　Classification of Gaussian diffusions by the Young schemes/ 20