Book Review: Large deviations for stochastic processes
Publication:2949107
DOI10.1090/S0273-0979-2011-01357-XzbMath1321.00068OpenAlexW2323079741MaRDI QIDQ2949107
Publication date: 7 October 2015
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0273-0979-2011-01357-x
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Semigroups of nonlinear operators (47H20) Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17)
Related Items (4)
Cites Work
- Diffusion processes in a small time interval
- An invariance principle for the law of the iterated logarithm
- Some Asymptotic Formulas for Wiener Integrals
- The partial differential equation ut + uux = μxx
- On a quasi-linear parabolic equation occurring in aerodynamics
- An introduction to the theory of large deviations
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