Bao, Jianhai
Asymptotic Analysis for Functional Stochastic Differential Equations
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
Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Ordinary Differential Equations
- Tekijä(t)
- Bao, Jianhai
- Yin, George
- Yuan, Chenggui
- Julkaisija
- Springer
- Julkaisuvuosi
- 2016
- Kieli
- en
- Painos
- 1
- Sarja
- SpringerBriefs in Mathematics
- Sivumäärä
- 16 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319469799
- Painetun ISBN
- 978-3-319-46978-2
