| Autore: |
Bao, Jianhai
|
| Titolo: |
Asymptotic analysis for functional stochastic differential equations / Jianhai Bao, George Yin, Chenggui Yuan
|
| 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 |
|
| 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 |
| Opac: |
Controlla la disponibilità qui |
