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Asymptotic Analysis for Functional Stochastic Differential Equations
Jianhai Bao,
George Yin,
Chenggui Yuan 
Swansea University Author:
Chenggui Yuan
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1007/978-3-319-46979-9
Abstract
Asymptotic Analysis for Functional Stochastic Differential Equations
| ISBN: | 978-3-319-46978-2 978-3-319-46979-9 |
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| ISSN: | 2191-8198 2191-8201 |
| Published: |
Cham
Springer
2016
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa36618 |
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| Keywords: |
Distribution, Functional stochastic differential equation, Differential equations, Ergodicity, Invariant measure, Uniform large deviation principle, Probability, Statistics, Long-term return, Two-factor model, Brownian Motion, Jump process |
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| College: |
Faculty of Science and Engineering |