Petites perturbations de systèmes dynamiques et algèbres de Lie nilpotentes. Une extension des estimations de Doss et Stroock

T.J. Rabeherimanana; Serguey Nikolaievitch Smirnov

Séminaire de probabilités de Strasbourg (1994)

  • Volume: 28, page 49-72

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Rabeherimanana, T.J., and Smirnov, Serguey Nikolaievitch. "Petites perturbations de systèmes dynamiques et algèbres de Lie nilpotentes. Une extension des estimations de Doss et Stroock." Séminaire de probabilités de Strasbourg 28 (1994): 49-72. <http://eudml.org/doc/113888>.

@article{Rabeherimanana1994,
author = {Rabeherimanana, T.J., Smirnov, Serguey Nikolaievitch},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {large deviations; regular vector fields; speed of convergence; contraction principle},
language = {fre},
pages = {49-72},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Petites perturbations de systèmes dynamiques et algèbres de Lie nilpotentes. Une extension des estimations de Doss et Stroock},
url = {http://eudml.org/doc/113888},
volume = {28},
year = {1994},
}

TY - JOUR
AU - Rabeherimanana, T.J.
AU - Smirnov, Serguey Nikolaievitch
TI - Petites perturbations de systèmes dynamiques et algèbres de Lie nilpotentes. Une extension des estimations de Doss et Stroock
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 49
EP - 72
LA - fre
KW - large deviations; regular vector fields; speed of convergence; contraction principle
UR - http://eudml.org/doc/113888
ER -

References

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  1. [1] Doss, H. & Stroock, D.W. (1991). Nouveaux résultats concernant les petites perturbations de systemes dynamiques. J. Funct. Anal. Vol. 101 n°2, Nov.1. Zbl0736.60050
  2. [2] Yamato, Y., (1979) Stochastic Differential Equations and Nilpotent Lie Algebras, Z. Wharsch. verw. Gebiete47, 213-229. Zbl0427.60069MR523171
  3. [3] Varadhan, S.R.S. (1984), "Large Deviations and Applications", SiamPhiladelphia. Zbl0549.60023MR758258
  4. [4] Freidlin, M.I. (1985), "Functional Integration and Partial Differenti al Equations". Princeton University Press, Princeton( N.J.) Zbl0568.60057MR833742
  5. [5] Bezuidenhout, C. (1987), Singular perturbations of degenerate diffusion. The Annals of Probability, vol.15, n°3, 1014-1043. Zbl0646.60031MR893911
  6. [6] Freidlin, M.I. & Gartner, J. (1978) A new contribution to the questi on of large deviations for random process. Vestnik Moskow Univ., Ser. I Mat. Meh5, 52-59. Zbl0392.60030
  7. [7] Stroock D.W. & Varadhan, S.R.S. (1972) On the support of diffusion process with applications to the strong maximum principle. Proc. Sixth Berkeley Symp. Math. Stat. Prob., 3, 333-360, Univ. California Press. Zbl0255.60056
  8. [8] Hardy, G.H. & Littlewood, J.E. & Polya, G., (1950) "Inequalities", Cambridge at the University Press. Zbl0010.10703JFM60.0169.01
  9. [9] Kunita, H. (1980), On the representation of solutions of stochastic differential equations, in " Séminaire de Probabilités XIV1978/79 " ( Réd. J. Azéma et M. Yor ), Lect. Notes in Math.784, p. 282-304, Springer-Verlag,Berlin. Zbl0438.60047MR580134
  10. [10] Azencott, R. (1980)," Grandes déviations et applications", Ecole d'Eté de Proba. de Saint Flour, VIII 1978. Lect. Notes in Math.774, p. 1-76. Springer-Verlag. Zbl0435.60028MR590626
  11. [11] Freidlin, M.I. & Wentzell, A.D., (1970), Small random perturbations of dynamical systems. Russian Math Surveys, 25, 1-55. Zbl0297.34053
  12. [12] Rabeherimanana, T.J. (1992) Petites Perturbations de Systèmes Dynam iques et Algèbres de Lie Nilpotentes. Thèse de l' UniversitéParis7. 

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