Grandes déviations pour certains systèmes différentiels aléatoires

M. Brancovan; François Bronner; Pierre Priouret

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 159-183

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Brancovan, M., Bronner, François, and Priouret, Pierre. "Grandes déviations pour certains systèmes différentiels aléatoires." Séminaire de probabilités de Strasbourg 16 (1982): 159-183. <http://eudml.org/doc/113368>.

@article{Brancovan1982,
author = {Brancovan, M., Bronner, François, Priouret, Pierre},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {large deviations; functional; averaging principle},
language = {fre},
pages = {159-183},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Grandes déviations pour certains systèmes différentiels aléatoires},
url = {http://eudml.org/doc/113368},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Brancovan, M.
AU - Bronner, François
AU - Priouret, Pierre
TI - Grandes déviations pour certains systèmes différentiels aléatoires
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 159
EP - 183
LA - fre
KW - large deviations; functional; averaging principle
UR - http://eudml.org/doc/113368
ER -

References

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  1. [1] C. Dellacherie : Ensembles analytiques : Théorèmes de séparation et applications. Sém. de Probabilités IX, Lecture Notes n° 465, Springer1975, p. 336-372. Zbl0354.54023MR428306
  2. [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. Zbl0323.60069
  3. [3] I. Ekeland et R. Temam : Convex Analysis and Variational problems, North Holland, 1977. Zbl0322.90046MR463994
  4. [4] M.I. Freidlin : The averaging principle and theorems on large deviations, Russian Math. Surveys, 33, 5 (1978), p. 117-176. Zbl0416.60029MR511884
  5. [5] J. Gärtner : On large deviations from the invariant measure, Th. of probability and its applications, 22, 1 (1977), p. 24-39. Zbl0375.60033MR471040
  6. [6] A.D. Ioffe et V.M. Tikhomirov : Teoriya ekstremal'nykh zadatch (Théorie des problèmes extrémaux), Naouka, Moscou1974. Zbl0292.90042
  7. [7] R.Z. KHAS'MINSKII : On the averaging principle for Itô's stochastic differential equations, Kybernetika (Prague), 4 (1968), p. 260-277. Zbl0231.60045MR260052
  8. [8] R. Rockafellar : Convex analysis, Princeton Univ. Press, Princeton, N.J., 1970. Zbl0193.18401MR274683
  9. [9] S.R.S. Varadhan : Asymptotic probabilities and differential equations, Comm. on pure and applied math., 19 (1966), p. 261-286. Zbl0147.15503MR203230
  10. [10] A.D. VENTCEL' et M.I. Freidlin : Flouktouatsii v dinamitcheskikh sistemakh pod deistviem malykh sloutchainykh vozmouchtchenii (Fluctuations dans les systèmes dynamiques sous l'action de petites perturbations aléatoires) , NaoukaMoscou, 1979. 
  11. [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. 

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