Mendeley出力
＜図書＞
Large deviations for stochastic processes
| 責任表示 | Jin Feng, Thomas G. Kurtz |
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| シリーズ | Mathematical surveys and monographs ; v. 131 |
| データ種別 | 図書 |
| 出版情報 | Providence, R.I. : American Mathematical Society , c2006 |
| 本文言語 | 英語 |
| 大きさ | xii, 410 p. ; 26 cm |
| 概要 | Focusing on just one of the many approaches to large deviations for Markov processes, this describes the theory of large deviations based on the large deviation analog of the compactness theory for we...k convergence and by the generality if the semigroup methods for Markov processes, eventually developing an approach for proving large deviations in the context of metric space valued Markov processes using a convergence of generators in the same spirit as weak convergence. This approach complements the usual method that relies on asymptotic estimates obtained through Girsanov transformations. This builds a case from the general theory of large deviations to large deviations for Markox processes and semigroup convergence, then moves to examples of large deviations and the comparison principle, with appendices including those on operators and convergence in function space, spectral properties for discrete and continuous Laplacians, and results from mass transport theory. Annotation ©2007 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6947506 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | FENG/5/1 | 2006 |
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023212006005843 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 403-408) and index |
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| 著者標目 | *Feng, Jin, 1969- Kurtz, Thomas G., 1941- |
| 件 名 | LCSH:Large deviations LCSH:Semigroups of operators LCSH:Markov processes LCSH:Stochastic processes LCSH:Viscosity solutions |
| 分 類 | LCC:QA273.67 DC22:519.2 |
| 書誌ID | 1001241532 |
| ISBN | 0821841459 |
| NCID | BA79203559 |
| 巻冊次 | ISBN:0821841459 ; XISBN:9780821841457 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |