Large Deviations for Stochastic Processes - Mathematical Surveys and Monographs - Jin Feng - Books - American Mathematical Society - 9781470418700 - December 30, 2006
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Jin Feng
Large Deviations for Stochastic Processes - Mathematical Surveys and Monographs

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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.

410 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 30, 2006
ISBN13 9781470418700
Publishers American Mathematical Society
Pages 410
Dimensions 150 × 220 × 10 mm   ·   757 g

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