{"product_id":"pathwise-large-deviations-of-stochastic-differential-equations-von-huizhong-wu-und-john-a-d-appleby","title":"Pathwise Large Deviations of Stochastic Differential Equations","description":"\u003cp\u003eThis work deals with the asymptotic behaviour of  highly nonlinear stochastic differential equations, as well as linear and nonlinear  functional differential equations. Both ordinary functional and neutral equations are analysed. In  the first chapter, a class of nonlinear SDEs (mainly scaler equations) which satisfy the Law  of the Iterated Logarithm is studied, and the  results applied to a financial market model. The  second chapter deals with a more general class of finite-dimensional nonlinear SDEs and SFDEs,  employing comparison and time change methods, as well as martingale inequalities, to  determine the almost sure rate of growth of the running maximum of functionals of the  solution. The third chapter examines the exact almost sure rate of growth of the large  deviations for affine SFDEs, and for equations with  additive noise which are subject to relatively weak nonlinearities at infinity. The fourth chapter  extends conventional conditons for existence and uniqueness of neutral functional differential  equations to the stochastic case. The final chapter deals with large  fluctuations of stochastic neutral functional  differential equations.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783838360447\"\u003e\u003ch3\u003ewith Applications to Finance\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783838360447","offer_id":39486522163293,"sku":"9783838360447","price":68.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/c45100c6-ea4e-44aa-a9bc-904196816398.jpg?v=1774935706","url":"https:\/\/shop.autorenwelt.de\/en\/products\/pathwise-large-deviations-of-stochastic-differential-equations-von-huizhong-wu-und-john-a-d-appleby","provider":"Autorenwelt Shop","version":"1.0","type":"link"}