Semiclassical analysis for diffusions and stochastic processes

DOI10.1007/BFb0112488zbMath0951.60001MaRDI QIDQ1977446

Publication date: 15 May 2000

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

heat equation stochastic partial differential equations Schrödinger equations diffusions path integration diffusions with jumps semiclassical approximations

Mathematics Subject Classification ID

Heat equation (35K05) Diffusion processes (60J60) Semiclassical techniques, including WKB and Maslov methods applied to problems in quantum theory (81Q20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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