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Large deviations for stochastic processes

Author: Jin Feng; Thomas G Kurtz
Publisher: Providence, R.I. : American Mathematical Society, [2006] ©2006
Series: Mathematical surveys and monographs, no. 131.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
This work is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Feng, Jin, 1969-
Large deviations for stochastic processes.
Providence, R.I. : American Mathematical Society, ©2006
(DLC) 2006045899
(OCoLC)69672044
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Jin Feng; Thomas G Kurtz
ISBN: 9781470413583 1470413582
OCLC Number: 879576562
Description: 1 online resource (xii, 410 pages).
Contents: Introduction --
An overview --
pt. 1. The general theory of large deviations --
Large deviations and exponential tightness --
Large deviations for stochastic processes --
pt. 2. Large deviations for Markov processes and semigroup convergence --
Large deviations for Markov processes and nonlinear semigroup convergence --
Large deviations and nonlinear semigroup convergence using viscosity solutions --
Extensions of viscosity solution methods --
The Nisio semigroup and a control representation of the rate function --
pt. 3. Examples of large deviations and the comparison principle --
The comparison principle --
Random evolutions --
Occupation measures --
Stochastic equations in infinite dimensions.
Series Title: Mathematical surveys and monographs, no. 131.
Responsibility: Jin Feng, Thomas G. Kurtz.
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Abstract:

Focuses on the results on large deviations for a class of stochastic processes. Following an introduction and overview, this book gives necessary conditions for exponential tightness that are  Read more...

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