02546nam0 2200517 i 450 VAN0011445820240806100751.698N978-3-319-46979-920180205d2016 |0itac50 baengCH|||| |||||Asymptotic analysis for functional stochastic differential equationsJianhai Bao, George Yin, Chenggui Yuan[Cham]Springer2016XVI, 151 p.ill.24 cm001VAN001025962001 SpringerBriefs in mathematics210 Berlin [etc.]Springer2011-VAN00241972Asymptotic analysis for functional stochastic differential equations152317139B82Stability, separation, extension, and related topics for functional equations [MSC 2020]VANC033878MF60F10Large deviations [MSC 2020]VANC020796MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60H15Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]VANC021488MF60H30Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]VANC021490MF60J25Continuous-time Markov processes on general state spaces [MSC 2020]VANC019839MFBrownian MotionKW:KDelay Cox-Ingersoll-Ross model with jumpsKW:KErgodicityKW:KFunctional stochastic differential equationKW:KInvariant measureKW:KJump processKW:KLong-term returnKW:KOrdinary differential equationsKW:KTwo-factor modelKW:KUniform large deviation principleKW:KCHChamVANL001889BaoJianhaiVANV088542755838YinGeorgeVANV08854361947YuanChengguiVANV088544755839Springer <editore>VANV108073650ITSOL20240906RICAhttp://dx.doi.org/10.1007/978-3-319-46979-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN00114458BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2136 15EB 2136 20180205 Asymptotic analysis for functional stochastic differential equations1523171UNICAMPANIA