Large Deviations for Stochastic Processes

Released on by Jin Feng
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  • Large Deviations for Stochastic Processes Book Detail

  • Author : Jin Feng
  • Release Date : 2006
  • Publisher : American Mathematical Soc.
  • Genre : Mathematics
  • Pages : 426
  • ISBN 13 : 0821841459
  • File Size : 60,60 MB
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Large Deviations for Stochastic Processes by Jin Feng PDF Summary

Book Description: The book 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. 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. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are de

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Large Deviations for Stochastic Processes

Large Deviations for Stochastic Processes

File Size : 93,93 MB
Total View : 5831 Views
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The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in

Large Deviations for Stochastic Processes

Large Deviations for Stochastic Processes

File Size : 43,43 MB
Total View : 4089 Views
DOWNLOAD

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 i