Asymptotic Analysis for Functional Stochastic Differential Equations. (2016)

• Record Type: Book
• Further Information: Note: Jianhai Bao, George Yin, Chenggui Yuan.
• Authors: Bao, Jianhai; Yin, George; Yuan, Chenggui
• Contents: Preface and Introduction.- Notation.- Ergodicity for Functional Stochastic Equations under Dissipativity.-Ergodicity for Functional Stochastic Equations without Dissipativity.- Convergence Rate of Euler-Maruyama Scheme for FSDEs.- Large Deviations for FSDEs.- Stochastic Interest Rate Models with Memory: Long-Term Behavior.- Existence and Uniqueness.- Markov Property and Variation of Constants Formulas.
• Publisher Details: Cham : Springer
• Publication Date: 2016
• Copyright Date: 2016
• Extent: 1 online resource (151 pages)
• Subjects: Mathematics; Mathematics -- Differential Equations; Differential calculus & equations; Distribution (Probability theory); Differential Equations; Mathematics -- Probability & Statistics -- General; Probability & statistics
• Languages: English
• ISBNs: 9783319469799
• Related ISBNs: 9783319469782
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.