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



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Autore: Bao, Jianhai Visualizza persona
Titolo: Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan Visualizza cluster
Pubblicazione: [Cham], : Springer, 2016
Titolo uniforme: Asymptotic analysis for functional stochastic differential equations  
Descrizione fisica: XVI, 151 p. : ill. ; 24 cm
Soggetto topico: 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]
Soggetto non controllato: Brownian Motion
Delay Cox-Ingersoll-Ross model with jumps
Ergodicity
Functional stochastic differential equation
Invariant measure
Jump process
Long-term return
Ordinary differential equations
Two-factor model
Uniform large deviation principle
Altri autori: Yin, George  
Yuan, Chenggui  
Titolo autorizzato: Asymptotic analysis for functional stochastic differential equations  Visualizza cluster
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: VAN0114458
Lo trovi qui: Univ. Vanvitelli
Localizzazioni e accesso elettronico http://dx.doi.org/10.1007/978-3-319-46979-9
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Serie: SpringerBriefs in mathematics Berlin [etc.] . -Springer