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Book Review

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Book Information:

Authors: Jin Feng and Thomas G. Kurtz
Title: Large deviations for stochastic processes
Additional book information: Mathematical Surveys and Monographs, 131, American Mathematical Society, Providence, R.I., 2006, xii + 410 pp., ISBN 978-0-8218-4145-7, US $99.00; All AMS Members: US $79.20

References [Enhancements On Off] (What's this?)

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  • 3. Deuschel, Jean-Dominique; Stroock, Daniel W. Large deviations. Pure and Applied Mathematics, 137. Academic Press, Inc., Boston, MA, 1989. xiv+307 pp. MR 997938 (90h:60026)
  • 4. Dupuis, Paul, Ellis, Richard S. A weak convergence approach to the theory of large deviations. (English summary) Wiley Series in Probability and Statistics: Probability and Statistics. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1997. xviii+479 pp. ISBN: 0-471-07672-4. MR 1431744 (99f:60057)
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  • 6. Glass, Michael Steven (1970). Perturbation of a first order equation by a small diffusion. Ph.D. dissertation, New York University, New York, NY. MR 2619818
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  • 11. Varadhan, S. R. S. Diffusion processes in a small time interval. Comm. Pure Appl. Math. 20 1967 659-685. MR 0217881 (36:970)
  • 12. Varadhan, S. R. S. Large deviations and applications. CBMS-NSF Regional Conference Series in Applied Mathematics, 46. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1984. v+75 pp. ISBN: 0-89871-189-4. MR 758258 (86h:60067b)
  • 13. Ventcel, A. D., Freidlin, M. I. Small random perturbations of dynamical systems. (Russian) Uspehi Mat. Nauk 25 1970 no. 1 (151), 3-55. MR 0267221 (42:2123)

Review Information:

Reviewer: S. R. S. Varadhan
Affiliation: Courant Institute, New York University
Email: varadhan@cims.nyu.edu
Journal: Bull. Amer. Math. Soc. 49 (2012), 597-601
MSC (2010): Primary 60F10; Secondary 60-02, 60J05, 60J25
DOI: https://doi.org/10.1090/S0273-0979-2011-01357-X
Published electronically: October 26, 2011
Review copyright: © Copyright 2011 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.
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