Book Review: Large deviations for stochastic processes
DOI10.1090/S0273-0979-2011-01357-XzbMath1321.00068MaRDI 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
60J25: Continuous-time Markov processes on general state spaces
60J05: Discrete-time Markov processes on general state spaces
47H20: Semigroups of nonlinear operators
60F10: Large deviations
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
60J35: Transition functions, generators and resolvents
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
00A17: External book reviews
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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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