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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis
| Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / Amarjit Budhiraja, Paul Dupuis |
| Autore | Budhiraja, Amarjit |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | xix, 574 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dupuis, Paul A. |
| Soggetto topico |
60Cxx - Combinatorial probability [MSC 2020]
60F10 - Large deviations [MSC 2020] 60H10 - Stochastic ordinary differential equations [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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127404 |
Budhiraja, Amarjit
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| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Methods for Stochastic Control Problems in Continuous Time / Harold J. Kushner, Paul G. Dupuis
| Numerical Methods for Stochastic Control Problems in Continuous Time / Harold J. Kushner, Paul G. Dupuis |
| Autore | Kushner, Harold J. |
| Pubbl/distr/stampa | New York [etc.], : Springer-Verlag, 1992 |
| Descrizione fisica | ix, 439 p. : ill. ; 24 cm |
| Altri autori (Persone) | Dupuis, Paul A. |
| Soggetto topico |
60F17 - Functional limit theorems; invariance principles [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 65K10 - Numerical optimization and variational techniques [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Algorithms
Markov Chains Numerical Analysis Stochastic processes Variation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00290063 |
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Kushner, Harold J.
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| New York [etc.], : Springer-Verlag, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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