Large deviations for stochastic processes
Auteur :
Feng, Jin / Kurtz, Thomas G.
Éditeur :
American Mathematical Society
ISBN :
9781470418700
Date de publication :
30 déc. 2006
Dimensions :
22,9 x 15,2 cm
Poids :
757 g
Langue :
Anglais
Pays d'origine :
USA
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.