Large deviations for stochastic processes
By: Jin Feng, Thomas G. Kurtz
Contributors: Kurtz, Thomas G
Series: Mathematical surveys and monographs -- v. 131; Mathematical surveys and monographs -- no. 131
Publisher: American Mathematical Society
Published: 2006
Place of publication: Providence, R.I
Language: eng
Number of pages: 410
ISBN-13: 9780821841457
Subjects: Large deviations; Semigroups of operators; Markov processes; Stochastic processes; Viscosity solutions
Notes: Includes bibliographical references (p. 403-408) and index