Book Review: Large deviations for stochastic processes
From MaRDI portal
External book reviews (00A17) Semigroups of nonlinear operators (47H20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)
Cites work
- An introduction to the theory of large deviations
- An invariance principle for the law of the iterated logarithm
- Diffusion processes in a small time interval
- scientific article; zbMATH DE number 3955517 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 194664 (Why is no real title available?)
- scientific article; zbMATH DE number 847278 (Why is no real title available?)
- On a quasi-linear parabolic equation occurring in aerodynamics
- Some Asymptotic Formulas for Wiener Integrals
- The partial differential equation ut + uux = μxx
Cited in
(8)- Spatially homogeneous random evolutions
- Symmetry of stochastic non-variational differential equations
- Book review of: R. Haller and F. Barth, Berühmte Aufgaben der Stochastik. Von den Anfängen bis heute
- Book review of: F. Baudoin, Diffusion processes and stochastic calculus
- Book Reviews
- scientific article; zbMATH DE number 7252101 (Why is no real title available?)
- Mosco-convergence and Wiener measures for conductive thin boundaries
- Remarks on the stochastic process corresponding to \((1/\phi^ 2)_ 1\) interaction
This page was built for publication: Book Review: Large deviations for stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2949107)
