Skip to main content

Grandes deviations pour certains systemes differentiels aleatoires

  • Conference paper
  • First Online:
Séminaire de Probabilités XVI 1980/81

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 920))

  • 369 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. C. DELLACHERIE: Ensembles analytiques: Théorèmes de séparation et applications. Sém. de Probabilités IX, Lecture Notes no 465, Springer 1975, p. 336–372.

    MathSciNet  MATH  Google Scholar 

  2. M.D. DONSKER et S.R.S. VARADHAN: Asymptotic evaluation of certain Markov process expectations for large time, I, Comm. on pure and applied math., 28 (1975) p. 1–47; III, Comm. on pure and applied math., 29 (1976). p. 389–461.

    Article  MathSciNet  MATH  Google Scholar 

  3. I. EKELAND et R. TEMAM: Convex Analysis and Variational problems, North Holland, 1977.

    Google Scholar 

  4. M.I. FREIDLIN: The averaging principle and theorems on large deviations, Russian Math. Surveys, 33, 5 (1978), p. 117–176.

    Article  MathSciNet  Google Scholar 

  5. J. GÄRTNER: On large deviations from the invariant measure, Th. of probability and its applications, 22, 1 (1977), p. 24–39.

    Article  MathSciNet  MATH  Google Scholar 

  6. A.D. IOFFE et V.M. TIKHOMIROV: Teoriya ekstremal'nykh zadatch (Théorie des problèmes extrémaux), Naouka, Moscou 1974.

    Google Scholar 

  7. R.Z. KHAS'MINSKII: On the averaging principle for Itô's stochastic differential equations, Kybernetika (Prague), 4 (1968), p. 260–277.

    MathSciNet  Google Scholar 

  8. R. ROCKAFELLAR: Convex analysis, Princeton Univ. Press, Princeton, N.J., 1970.

    Book  MATH  Google Scholar 

  9. S.R.S. VARADHAN: Asymptotic probabilities and differential equations, Comm. on pure and applied math., 19 (1966), p. 261–286.

    Article  MathSciNet  MATH  Google Scholar 

  10. A.D. VENTCEL' et M.I. FREIDLIN: Flouktouatsii v dinamitcheskikh sistemakh pod deistviem malykh sloutchaïnykh vozmouchtchenii (Fluctuations dans les systèmes dynamiques sous l'action de petites perturbations aléatoires), Naouka, Moscou, 1979.

    Google Scholar 

  11. M. BRANCOVAN, F. BRONNER et P. PRIOURET: Grandes déviations pour les solutions de certains sytèmes différentiels. Publications du Laboratoire de Probabilités, Université Paris VI, Paris, 1981.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Jacques Azéma Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1982 Springer-Verlag

About this paper

Cite this paper

Brancovan, M., Bronner, F., Priouret, P. (1982). Grandes deviations pour certains systemes differentiels aleatoires. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI 1980/81. Lecture Notes in Mathematics, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092779

Download citation

  • DOI: https://doi.org/10.1007/BFb0092779

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics