Large deviations and applications /
Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solution...
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| Format: | Book |
| Language: | English |
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Philadelphia, Pa. :
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),
1984
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| Series: | CBMS-NSF regional conference series in applied mathematics ;
46 |
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