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Large Deviations for Stochastic Processes - Mathematical Surveys and Monographs Jin Feng
Large Deviations for Stochastic Processes - Mathematical Surveys and Monographs
Jin Feng
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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2006年12月30日 |
| ISBN13 | 9781470418700 |
| 出版社 | American Mathematical Society |
| ページ数 | 410 |
| 寸法 | 150 × 220 × 10 mm · 757 g |