Large Deviations for Stochastic Processes / Najlacnejšie knihy
Large Deviations for Stochastic Processes

Code: 15877956

Large Deviations for Stochastic Processes

by Jin Feng, Thomas G. Kurtz

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 converge ... more

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Book synopsis

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.

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Book category Books in English Mathematics & science Mathematics Applied mathematics

153.26 €

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