BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

Pathwise Large Deviations of Stochastic Differential Equations
Stock photo: cover may vary

Pathwise Large Deviations of Stochastic Differential Equations Paperback - 2010

by Huizhong Wu; John A. D. Appleby

Add to wish list

Reader reviews for Pathwise Large Deviations of Stochastic Differential Equations

From the publisher

This work deals with the asymptotic behaviour of highly nonlinear stochastic differential equations, as well as linear and nonlinear functional differential equations. Both ordinary functional and neutral equations are analysed. In the first chapter, a class of nonlinear SDEs (mainly scaler equations) which satisfy the Law of the Iterated Logarithm is studied, and the results applied to a financial market model. The second chapter deals with a more general class of finite-dimensional nonlinear SDEs and SFDEs, employing comparison and time change methods, as well as martingale inequalities, to determine the almost sure rate of growth of the running maximum of functionals of the solution. The third chapter examines the exact almost sure rate of growth of the large deviations for affine SFDEs, and for equations with additive noise which are subject to relatively weak nonlinearities at infinity. The fourth chapter extends conventional conditons for existence and uniqueness of neutral functional differential equations to the stochastic case. The final chapter deals with large fluctuations of stochastic neutral functional differential equations.

Details

  • Title Pathwise Large Deviations of Stochastic Differential Equations
  • Author Huizhong Wu; John A. D. Appleby
  • Binding Paperback
  • Pages 200
  • Volumes 1
  • Language ENG
  • Publisher LAP Lambert Academic Publishing
  • Publication date 2010-06
  • ISBN 9783838360447 / 3838360443
  • Weight 0.66 lbs (0.30 kg)
  • Dimensions 9 x 6 x 0.46 in (22.86 x 15.24 x 1.17 cm)
  • Category Mathematics

More Copies for Sale

Pathwise Large Deviations of Stochastic Differential Equations: with Applications to Finance
Stock photo: cover may vary

Pathwise Large Deviations of Stochastic Differential Equations: with Applications to Finance

by Wu, Huizhong

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9783838360447 / 3838360443
Quantity available
6
Seller
Item price
A$165.94
Free Delivery to USA

Show details

Description:
LAP Lambert Academic Publishing, 2010-06-03. paperback. New. 5.91x0.46x8.66. Buy with confidence. Excellent Customer Service & Return policy.
Add to wish list
Item price
A$165.94
Free Delivery to USA
Pathwise Large Deviations of Stochastic Differential Equations
Stock photo: cover may vary

Pathwise Large Deviations of Stochastic Differential Equations

by Huizhong Wu John A. D. Appleby

  • New
Condition
New
ISBN 10 / ISBN 13
9783838360447 / 3838360443
Quantity available
4
Seller
Item price
A$186.26
A$5.85 Delivery to USA

Show details

Description:
VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG , pp. 200 . Papeback. New.
Add to wish list
Item price
A$186.26
A$5.85 Delivery to USA
Pathwise Large Deviations of Stochastic Differential Equations: with Applications to Finance
Stock photo: cover may vary

Pathwise Large Deviations of Stochastic Differential Equations: with Applications to Finance

by Wu, Huizhong

  • Used
  • Good
  • Paperback
Condition
Good
Binding
Paperback
ISBN 10 / ISBN 13
9783838360447 / 3838360443
Quantity available
1
Seller
Item price
A$192.20
Free Delivery to USA

Show details

Description:
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Add to wish list
Item price
A$192.20
Free Delivery to USA