Large deviations for stochastic processes (Record no. 60103)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01925 a2200253 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240307b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781470418700 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 FEN |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Feng, Jin |
| 245 ## - TITLE STATEMENT | |
| Title | Large deviations for stochastic processes |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Providence: |
| Name of publisher, distributor, etc | American Mathematical Society, |
| Date of publication, distribution, etc | 2006. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 410p.: |
| Other physical details | pbk.: |
| Dimensions | 25cm |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Mathematical Surveys and Monographs Volume 131 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliography |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. 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. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.<br/><br/>https://bookstore.ams.org/view?ProductCode=SURV/131 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Viscosity Solution |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Fleming's Logarithmical |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Exponential Tightness |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic Equations |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Linear Operators |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kurtz, Thomas G. |
| Relator term | Co-author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Item type | Books |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General | IIT Gandhinagar | IIT Gandhinagar | 07/03/2024 | CBS Publishers | 10720.27 | 519.2 FEN | 034081 | 07/03/2024 | 1 | 10720.27 | Books |
