Sur les grandes déviations abstraites. Applications aux temps de séjours moyens d'un processus

François Bronner

Séminaire de probabilités de Strasbourg (1984)

  • Volume: 18, page 82-90

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Bronner, François. "Sur les grandes déviations abstraites. Applications aux temps de séjours moyens d'un processus." Séminaire de probabilités de Strasbourg 18 (1984): 82-90. <http://eudml.org/doc/113503>.

@article{Bronner1984,
author = {Bronner, François},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {normalized occupation time},
language = {fre},
pages = {82-90},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur les grandes déviations abstraites. Applications aux temps de séjours moyens d'un processus},
url = {http://eudml.org/doc/113503},
volume = {18},
year = {1984},
}

TY - JOUR
AU - Bronner, François
TI - Sur les grandes déviations abstraites. Applications aux temps de séjours moyens d'un processus
JO - Séminaire de probabilités de Strasbourg
PY - 1984
PB - Springer - Lecture Notes in Mathematics
VL - 18
SP - 82
EP - 90
LA - fre
KW - normalized occupation time
UR - http://eudml.org/doc/113503
ER -

References

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  1. [1] Brancovan, Bornner, Priouret : Grandes déviations pour certains systèmes différentiels aléatoires. Séminaire de Probabilités XVI, Lecture Notes n° 920, Springer1980. Zbl0481.60035
  2. [2] Donsker, Varadhan : Asymptotic evaluation of certain Markov processes expectations for large time I. Comm. on Pure and Applied Math.28, 1975. Zbl0323.60069MR386024
  3. [3] Doss : Quelques formules asymptotiques pour les petites perturbations de systèmes dynamiques.Annales I.H. PoincaréXVI, 1, 1980. Zbl0432.60073MR575173
  4. [4] Gartner : On large deviation from the invariant measure. Theory of Probability and its applications22, 1, 1977. MR471040
  5. [5] Varadhan : Asymptotic probabilities and differential equations. Comm. on Pure and Applied Math19, 1975. Zbl0147.15503MR203230

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