Estimation de grandes déviations pour les processus de diffusion à paramètre multidimensionnel

Halim Doss; Marco Dozzi

Séminaire de probabilités de Strasbourg (1986)

  • Volume: 20, page 68-80

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Doss, Halim, and Dozzi, Marco. "Estimation de grandes déviations pour les processus de diffusion à paramètre multidimensionnel." Séminaire de probabilités de Strasbourg 20 (1986): 68-80. <http://eudml.org/doc/113582>.

@article{Doss1986,
author = {Doss, Halim, Dozzi, Marco},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {estimations of the type of Ventcel and Freidlin; multiparameter processes; multiparameter Brownian motion; exponential inequality; multiparameter strong martingales; behaviour of the solution of the infinite-dimensional heat equation},
language = {fre},
pages = {68-80},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Estimation de grandes déviations pour les processus de diffusion à paramètre multidimensionnel},
url = {http://eudml.org/doc/113582},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Doss, Halim
AU - Dozzi, Marco
TI - Estimation de grandes déviations pour les processus de diffusion à paramètre multidimensionnel
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 68
EP - 80
LA - fre
KW - estimations of the type of Ventcel and Freidlin; multiparameter processes; multiparameter Brownian motion; exponential inequality; multiparameter strong martingales; behaviour of the solution of the infinite-dimensional heat equation
UR - http://eudml.org/doc/113582
ER -

References

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  1. [1] Azencott R.: Grandes déviations et applications. École d'été de St. Flour VII78. Lecture Notes in Math.774, Springer (1980). Zbl0435.60028MR590626
  2. [2] Cairoli R., Walsh J.B.: Stochastic integrals in the plane. Acta Math.134 (1975), 111-183. Zbl0334.60026MR420845
  3. [3] Doss H.: Sur une résolution stochastique de l'équation de Schrôdinger à coefficients analytiques. Commun. Math. Phys.73 (1980), 247-264. Zbl0427.60099MR574173
  4. [4] Doss H., Priouret P.: Petites perturbations de systèmes dynamiques avec reflexion. Séminaire de Probabilités XVII, Lecture Notes in Math.986 (1983), 353-370. Zbl0529.60061MR770425
  5. [5] Dozzi M., Puri M.L.: Strong solutions of stochastic differential equations for multiparameter processes. Preprint. Zbl0592.60045MR636083
  6. [6] Korezlioglu H., Mazziotto G., Szpirglas J.: Nonlinear filtering equations for two-parameter semimartingales. Stochastic Processes and their Applications15 (1983), 239-269. Zbl0516.60061MR711185
  7. [7] Kuo H.H.: Gaussian measures in Banach spaces. Lecture Notes in Math.463, Springer Verlag, Berlin (1975). Zbl0306.28010MR461643
  8. [8] Nualart D.: On the distribution of a double stochastic integral. Z. Wahrscheinlichkeitstheorie verw. Gebiete65 (1983), 49-60. Zbl0506.60048MR717932
  9. [9] Stroock D.W.: An introduction to the theory of large deviations. Springer Verlag, New York (1984). Zbl0552.60022MR755154
  10. [10] Varadhan S.R.S.: Asymtotic probabilities and differential equations. Comm. Pure Appl. Math.19 (1966), 261-286. Zbl0147.15503MR203230
  11. [11] Ventsel A.D., Freidlin M.J.: Random Perturbations of Dynamical Systems, Springer Verlag, New York (1984). Zbl0522.60055MR722136
  12. [12] Walsh J.B.: Convergence and regularity of multiparameter strong martingales. Z. Wahrscheinlichkeitstheorie verw.Gebiete46(1979), 177-192. Zbl0395.60040MR516739

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