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Large Deviations for Stochastic Processes

By: Jin Feng (Author) , Thomas G. Kurtz (Author)

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Ksh 30,500.00

Format: Paperback or Softback

ISBN-13: 9781470418700

Publisher: American Mathematical Society

Publication Date: Dec 30th, 2006

Category: Stochastics

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Examines the results on large deviations for a class of stochastic processes. 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. Part 3 discusses methods for verifying the comparison principle for viscosity solutions.

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