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The Resource Large deviations for stochastic processes, Jin Feng, Thomas G. Kurtz

Large deviations for stochastic processes, Jin Feng, Thomas G. Kurtz

Label
Large deviations for stochastic processes
Title
Large deviations for stochastic processes
Statement of responsibility
Jin Feng, Thomas G. Kurtz
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorDate
1969-
http://library.link/vocab/creatorName
Feng, Jin
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Kurtz, Thomas G.
Series statement
Mathematical surveys and monographs
Series volume
131
http://library.link/vocab/subjectName
  • Large deviations
  • Semigroups of operators
  • Markov processes
  • Stochastic processes
  • Viscosity solutions
Label
Large deviations for stochastic processes, Jin Feng, Thomas G. Kurtz
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 403-408) and index
Contents
  • Ch. 1.
  • Introduction.
  • p. 3
  • Ch. 2.
  • overview.
  • p. 29
  • Ch. 3.
  • Large deviations and exponential tightness.
  • p. 41
  • Ch. 4.
  • Large deviations for stochastic processes.
  • p. 57
  • Ch. 5.
  • Large deviations for Markov processes and nonlinear semigroup convergence.
  • p. 79
  • Ch. 6.
  • Large deviations and nonlinear semigroup convergence using viscosity solutions.
  • p. 97
  • Ch. 7.
  • Extensions of viscosity solution methods.
  • p. 109
  • Ch. 8.
  • Nisio semigroup and a control representation of the rate function.
  • p. 135
  • Ch. 9.
  • comparison principle.
  • p. 165
  • Ch. 10.
  • Nearly deterministic processes in R[superscript d].
  • p. 199
  • Ch. 11.
  • Random evolutions.
  • p. 229
  • Ch. 12.
  • Occupation measures.
  • p. 283
  • Ch. 13.
  • Stochastic equations in infinite dimensions.
  • p. 293
  • App. A.
  • Operators and convergence in function spaces.
  • p. 345
  • App. B.
  • Variational constants, rate of growth and spectral theory for the semigroup of positive linear operators.
  • p. 353
  • App. C.
  • Spectral properties for discrete and continuous Laplacians.
  • p. 367
  • App. D.
  • Results from mass transport theory.
  • p. 371
Control code
ocm69672044
Dimensions
27 cm.
Extent
xii, 410 p.
Isbn
9780821841457
Lccn
2006045899
Label
Large deviations for stochastic processes, Jin Feng, Thomas G. Kurtz
Publication
Bibliography note
Includes bibliographical references (p. 403-408) and index
Contents
  • Ch. 1.
  • Introduction.
  • p. 3
  • Ch. 2.
  • overview.
  • p. 29
  • Ch. 3.
  • Large deviations and exponential tightness.
  • p. 41
  • Ch. 4.
  • Large deviations for stochastic processes.
  • p. 57
  • Ch. 5.
  • Large deviations for Markov processes and nonlinear semigroup convergence.
  • p. 79
  • Ch. 6.
  • Large deviations and nonlinear semigroup convergence using viscosity solutions.
  • p. 97
  • Ch. 7.
  • Extensions of viscosity solution methods.
  • p. 109
  • Ch. 8.
  • Nisio semigroup and a control representation of the rate function.
  • p. 135
  • Ch. 9.
  • comparison principle.
  • p. 165
  • Ch. 10.
  • Nearly deterministic processes in R[superscript d].
  • p. 199
  • Ch. 11.
  • Random evolutions.
  • p. 229
  • Ch. 12.
  • Occupation measures.
  • p. 283
  • Ch. 13.
  • Stochastic equations in infinite dimensions.
  • p. 293
  • App. A.
  • Operators and convergence in function spaces.
  • p. 345
  • App. B.
  • Variational constants, rate of growth and spectral theory for the semigroup of positive linear operators.
  • p. 353
  • App. C.
  • Spectral properties for discrete and continuous Laplacians.
  • p. 367
  • App. D.
  • Results from mass transport theory.
  • p. 371
Control code
ocm69672044
Dimensions
27 cm.
Extent
xii, 410 p.
Isbn
9780821841457
Lccn
2006045899

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      53.418074 -2.967913
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