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Large Deviations for Stochastic Processes

Name: Large Deviations for Stochastic Processes
Brand: American Mathematical Society
SKU: 15877956
Price: 58596 HUF
Availability: InStock
Author: Jin Feng
ISBN: 9781470418700

Jin Feng

Thomas G. Kurtz

Language

English

Book Paperback

Publishers American Mathematical Society, December 2006

Examines the results on large deviations for a class of stochastic processes. Part 1 gives necessary... Full description

Libristo code: 15877956

390 b

58 596 Ft

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Examines the results on large deviations for a class of stochastic processes. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. Part 3 discusses methods for verifying the comparison principle for viscosity solutions.