Large deviations for stochastic processes

フォーマット:

図書

責任表示:

Jin Feng, Thomas G. Kurtz

言語:

英語

出版情報:

Providence, R.I. : American Mathematical Society, c2006

形態:

xii, 410 p. ; 26 cm

著者名:

シリーズ名:

Mathematical surveys and monographs ; v. 131 <BA00134419>

書誌ID:

BA79203559

ISBN:

9780821841457 [0821841459]

子書誌情報

所蔵情報

タイトルが類似している資料

詳細

主題:	Large deviations; Markov processes; Semigroups of operators; Stochastic processes; Viscosity solutions
分類・件名:	LCC : QA273.67 DC22 : 519.2 LCSH : Large deviations LCSH : Semigroups of operators LCSH : Markov processes LCSH : Stochastic processes LCSH : Viscosity solutions
LCCN:	2006045899
注記:	Includes bibliographical references (p. 403-408) and index
TTLL:	eng

1

2

3

4

5

6

7

8

9

10

11

12

1 図書 Large deviations for additive functionals of Markov chains Acosta, Alejandro D. de, Ney, Peter, 1930- American Mathematical Society	7 図書 Large deviations Hollander, F. den (Frank) American Mathematical Society
2 図書 Limit theorems on large deviations for Markov stochastic processes Ventt︠s︡elʹ, A. D. Kluwer Academic Publishers	8 図書 Large deviations and metastability Olivieri, Enzo, 1945-, Vares, Maria Eulália Cambridge University Press
3 図書 Markov processes for Stochastic modeling 木島, 正明(1957-) Chapman & Hall	9 図書 Large deviations and idempotent probability Puhalskii, Anatolii Chapman & Hall/CRC
4 図書 Controlled Markov processes and viscosity solutions Fleming, Wendell Helms, 1928-, Soner, H. Mete Springer-Verlag	10 図書 Large deviations techniques and applications Dembo, Amir, Zeitouni, Ofer Springer
5 図書 Large deviations and adiabatic transitions for dynamical systems and Markov processes in fully coupled averaging Kifer, Yuri, 1948- American Mathematical Society	11 図書 Large deviations techniques and applications Dembo, Amir, Zeitouni, Ofer Jones and Bartlett
6 図書 Large deviations Deuschel, Jean-Dominique, 1957-, Stroock, Daniel W. AMS Chelsea Pub.	12 図書 Large deviations and applications Varadhan, Srinivasa R. S. Society for Industrial and Applied Mathematics