Sökresultat för: Paul Dupuis
A Weak Convergence Approach to the Theory of Large Deviations (Inbunden)
avPaul Dupuis, Richard S. Ellis, Paul Dupuis
ISBN: 9780471076728 - UTGIVEN: 1997-02Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysisa consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems. The nonlinear nature of [...]
Numerical Methods for Stochastic Control Problems in Continuous Time (Inbunden)
avHarold J. Kushner, Paul Dupuis
ISBN: 9780387951393 - UTGIVEN: 200101This book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions, or reflected diffusions of the type that occur in the majority of current applications. All the usual problem formulat[...]
