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Cover of Semiclassical analysis for diffusions and stochastic processes

Semiclassical analysis for diffusions and stochastic processes

by V. N. Kolokolʹt︠s︡ov

2000 345 pages eng

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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