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Bao, Jianhai

Asymptotic Analysis for Functional Stochastic Differential Equations

Bao, Jianhai - Asymptotic Analysis for Functional Stochastic Differential Equations, ebook

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ISBN: 9783319469799
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Table of contents

1. Ergodicity for Functional Stochastic Equations Under Dissipativity
Jianhai Bao, George Yin, Chenggui Yuan

2. Ergodicity for Functional Stochastic Equations Without Dissipativity
Jianhai Bao, George Yin, Chenggui Yuan

3. Convergence Rate of Euler–Maruyama Scheme for FSDEs
Jianhai Bao, George Yin, Chenggui Yuan

4. Large Deviations for FSDEs
Jianhai Bao, George Yin, Chenggui Yuan

5. Stochastic Interest Rate Models withMemory: Long-Term Behavior
Jianhai Bao, George Yin, Chenggui Yuan

Keywords: Mathematics, Probability Theory and Stochastic Processes, Ordinary Differential Equations

Author(s)
 
 
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Series
SpringerBriefs in Mathematics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319469799
Printed ISBN
978-3-319-46978-2

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