Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
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| Autore: |
Budhiraja, Amarjit
|
| Titolo: |
Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
|
| Pubblicazione: | New York, : Springer, 2019 |
| Titolo uniforme: | Analysis and Approximation of Rare Events |
| Descrizione fisica: | xix, 574 p. : ill. ; 24 cm |
| Soggetto topico: | 60Cxx - Combinatorial probability [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] | |
| Soggetto non controllato: | Discrete time processes |
| Large Deviation Principle | |
| Large deviations | |
| Moderate deviation | |
| Monte Carlo Approximation | |
| Rare events | |
| Relative Entropy | |
| Representation formulas | |
| Stochastic Analysis | |
| Weak convergence | |
| Weak convergence methods | |
| Altri autori: |
Dupuis, Paul
|
| Titolo autorizzato: | Analysis and Approximation of Rare Events |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0127404 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-1-4939-9579-0 |
| Opac: | Controlla la disponibilità qui |
Serie:
Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 94