Large Fluctuations of Stochastic Differential Equations by Terry Lynch, John Appleby

Large Fluctuations of Stochastic Differential Equations

Terry Lynch, John Appleby

240 pages missing pub info (editions)

nonfiction mathematics

Description

This monograph deals with the asymptotic behaviour, and in particular the largest fluctuations, of various classes of stochastic differential equations (SDEs) and their discretisations. Equations subject to Markovian switching are also studied, al...

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