Semiclassical analysis for diffusions and stochastic processes
Probability Theory and Stochastic Processes
Distribution (Probability theory)
Global analysis (Mathematics)
Stochastic processes
Analysis
Mathematics
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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