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Record Nr.

UNICAMPANIAVAN0114458

Autore

Bao, Jianhai

Titolo

Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan

Pubbl/distr/stampa

[Cham], : Springer, 2016

Titolo uniforme

Asymptotic analysis for functional stochastic differential equations

Descrizione fisica

XVI, 151 p. : ill. ; 24 cm

Altri autori (Persone)

Yin, George

Yuan, Chenggui

Soggetti

60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

60F10 - Large deviations [MSC 2020]

60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]

60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]

39B82 - Stability, separation, extension, and related topics for functional equations [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia