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Large Deviations For Stochastic Processes

by Jin Feng e Thomas G. Kurtz
language: english
Publisher: American Mathematical Society, December of 2006 ‧
148,71€
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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.

Large Deviations For Stochastic Processes

by Jin Feng e Thomas G. Kurtz

Property Description
ISBN: 9781470418700
Publisher: American Mathematical Society
Release Date: December of 2006
Language: English
Dimensions: 152 x 229 x 20 mm
Cover: Softcover
Pages: 410
Format: Book
Collection: Mathematical Surveys And Monographs
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9781470418700

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