Quelques problèmes associés au processus de Donsker-Varadhan
Annales mathématiques Blaise Pascal (1996)
- Volume: 3, Issue: 1, page 189-210
- ISSN: 1259-1734
Access Full Article
topHow to cite
topWu, Liming. "Quelques problèmes associés au processus de Donsker-Varadhan." Annales mathématiques Blaise Pascal 3.1 (1996): 189-210. <http://eudml.org/doc/79147>.
@article{Wu1996,
author = {Wu, Liming},
journal = {Annales mathématiques Blaise Pascal},
keywords = {Donsker-Varadhan processes; Dirichlet forms; tau-topology; entropy},
language = {fre},
number = {1},
pages = {189-210},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {Quelques problèmes associés au processus de Donsker-Varadhan},
url = {http://eudml.org/doc/79147},
volume = {3},
year = {1996},
}
TY - JOUR
AU - Wu, Liming
TI - Quelques problèmes associés au processus de Donsker-Varadhan
JO - Annales mathématiques Blaise Pascal
PY - 1996
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 3
IS - 1
SP - 189
EP - 210
LA - fre
KW - Donsker-Varadhan processes; Dirichlet forms; tau-topology; entropy
UR - http://eudml.org/doc/79147
ER -
References
top- [BS] Bolthausen E. & Schmock U. : Maximum entropy principle for uniformly ergodic Markov chains, Stoch. Proc. & appl. 33 (1), pp1-27, 1989. Zbl0691.60023MR1027105
- [Ca] Carlen E.A.: Conservative diffusions, Comm. Math. Phys. 94, p293-315, 1984. Zbl0558.60059MR763381
- [CL] Cattiaux P. & Léonard Ch. : Minimization of Kullback information of diffusion processes, Ann. Inst. H. Poincaré, 30, N°1, p83-132, 1994. Zbl0790.60032MR1262893
- [Cs] Csiszar I.: I-divergence geometry of probability distributions and minimization problems, Ann. Probab. (1975) Vol.3, N°1, 146-158. Zbl0318.60013MR365798
- [DG] Dawson D.W. & Gartner J. : Long time fluctuation of weakly interacting diffusions, Stochastics, 20, p247-308, 1987. Zbl0613.60021MR995468
- [DM] Dellacherie and Meyer P.A.: Probabilités et Potentiels Vol.I. II. Hermann1976, 1980
- [DS] Deuschel J.D. & Stroock D.W.: Large deviations, Pure and Appl. Math. 137, 1989, Academic Press. Zbl0705.60029MR997938
- [DV] Donsker M.D. & Varadhan S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time, I-IV. Comm. Pur. Appl. Math.28, and p.1-47279-301 (1975) Zbl0323.60069MR386024
- [DV] Donsker M.D. & Varadhan S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time, I-IV. Comm. Pur. Appl. Math.29, p.389-461 (1976) Zbl0348.60032MR428471
- [DV] Donsker M.D. & Varadhan S.R.S.: Asymptotic evaluation of certain Markov process expectations for large time, I-IV. Comm. Pur. Appl. Math.36, p.183-212 (1983) Zbl0512.60068MR690656
- [E] Ellis R.S.: Large Deviations and Statistical Mechanics, Springer, Berlin, 1985. Zbl0567.60031MR814705
- [F] Föllmer H. : Random fields and diffusions, Ecole d'Eté de Probabilités Saint-Flour 1985-1987, edited by P.L. Hennequin, Lect. Notes. in Math. N° 1362, Springer, 1988. Zbl0661.60063MR983373
- [Fu] Fukushima M. : Dirichlet Forms and Markov ProcessesNorth-Holland, 1980 Zbl0422.31007MR569058
- [FOT] Fukushima M., Oshima Y. & Takeda M. : Dirichlet Forms and Markov ProcessesNorth-Holland, 1994 MR1303354
- [JS] Jacod J. & Shiryayev A.N. : Limit Theorems For Stochastic Processes, Springer1987 Zbl0635.60021MR917246
- [MR] Ma Z.M. & Röckner M. : An introduction to the (non-symmetric) Dirichlet forms, Univertexts, Springer1992. Zbl0826.31001MR1214375
- [MZ] Meyer P.A. & Zheng W.A. : Construction du processus de Nelson reversible. Sem. Probab. XIX.Lect. Notes Math. N°1123 (1984), pp12-26. Zbl0564.60075
- [N] Nagasawa M.: Schrodinger Equations and diffusion Theory, Birkauser, 1993. Zbl0780.60003MR1227100
- [RZ] Roelly S. & Zessin H. : Sur la mécanique statistique d'une particule Brownienne sur le tore, Sém. Proba. XXV, Lect. Notes in Math.1485, p291-310, Springer-Verlag1991. Zbl0747.60100MR1187787
- [Ru] Ruelle D.: Statistical Mechanics: Rigorous ResultsBenjamin, 1969 Zbl0177.57301MR289084
- [T] Takeda M.: On Donsker-Varadhan's entropy and its applicationsForum Math. 2 (1990), pp481-488. Zbl0704.60080MR1067214
- [W1] Wu L.M.: Grandes deviations pour les processus de Markov essentiellement irréductibles, II. temps continu. C.R.A.S. t. 314, Serie I, 941-946 (1992). Zbl0752.60061MR1168330
- [W2] Wu L.M.: Perturbations of Dirichlet forms, ground state diffusions and large deviations, J. Func. Anal.123, N° ;1, 1994.
- [W3] Wu L.M.: Thermodynatical limits for reversible Markov processes. Preprint 1993.
- [Z1] Zambrini J.C.: Variational processes and stochastic versions of MechanicsJ. Math. Phys. 27, p2307-2330, 1986 Zbl0623.60102MR854761
- [Z2] Zambrini J.C.: Euclidean Quantum Mechanics, Phys. Rev. A35, 3641-3649, 1987 MR888537
- [Zh] Zheng W.A.: Tightness results for laws of diffusion processes, Ann. Inst. H. Poincaré B21, p103-124, 1985. Zbl0579.60050MR798890
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.