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Book Synopsis
Examines the results on large deviations for a class of stochastic processes. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. Part 3 discusses methods for verifying the comparison principle for viscosity solutions.

Large Deviations for Stochastic Processes

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    A Paperback by Jin Feng, Thomas G. Kurtz

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      Publisher: MP-AMM American Mathematical
      Publication Date: Publication Date:
      ISBN13: 9781470418700, 978-1470418700
      ISBN10:

      Description

      Book Synopsis
      Examines the results on large deviations for a class of stochastic processes. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. Part 3 discusses methods for verifying the comparison principle for viscosity solutions.

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