Quelques formules asymptotiques pour les petites perturbations de systèmes dynamiques

Halim Doss

Annales de l'I.H.P. Probabilités et statistiques (1980)

  • Volume: 16, Issue: 1, page 17-28
  • ISSN: 0246-0203

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Doss, Halim. "Quelques formules asymptotiques pour les petites perturbations de systèmes dynamiques." Annales de l'I.H.P. Probabilités et statistiques 16.1 (1980): 17-28. <http://eudml.org/doc/77132>.

@article{Doss1980,
author = {Doss, Halim},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {stochastic ordinary differential equations; large deviations; asymptotic expansions},
language = {fre},
number = {1},
pages = {17-28},
publisher = {Gauthier-Villars},
title = {Quelques formules asymptotiques pour les petites perturbations de systèmes dynamiques},
url = {http://eudml.org/doc/77132},
volume = {16},
year = {1980},
}

TY - JOUR
AU - Doss, Halim
TI - Quelques formules asymptotiques pour les petites perturbations de systèmes dynamiques
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1980
PB - Gauthier-Villars
VL - 16
IS - 1
SP - 17
EP - 28
LA - fre
KW - stochastic ordinary differential equations; large deviations; asymptotic expansions
UR - http://eudml.org/doc/77132
ER -

References

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  1. [1] Azencott, Cours à Saint-Flour, Lectures notes in Maths. Springer, été 1978. 
  2. [2] M.D. Donsker and S.R.S. Varadhan, Asymptotic Evaluation of certain Markov Process Expectations for large Time III. Comm. on pure and applied maths, vol. XXIX, 1976, p. 389-461. Zbl0348.60032MR428471
  3. [3] M.D. Donsker and S.R.S. Varadhan, Large Deviations for Markov Processes and the Asymptotic Evaluation of Certain Markov Process, Expectations for Large Time dans « Probabilitie methods in Differential Equations », Lecture notes in maths, Springer, t. 451, 1975, p. 82 à 87. Zbl0348.60033MR410942
  4. [4] H. Doss, Liens entre équations différentielles stochastiques et ordinaires. Annales Institut Henri Poincaré, vol. XIII, n° 2, 1977, p. 99-125. Zbl0359.60087MR451404
  5. [5] K. Ito, Stochastic differentials. Applied Math. Optimization, t. 1, 1975, p. 374-381. Zbl0325.60057MR388538
  6. [6] M. Schilder, Some asymptotic formulas for Wiener integrals. Trans. Amer. Math. Soc., vol. 125, 1966, p. 63-85. Zbl0156.37602MR201892
  7. [7] L. Schwartz, Théorie des distributions. Hermann, 1966. Zbl0149.09501MR209834
  8. [8] S.R.S. Varadhan, Asymptotic probabilities and differential equations. Comm. Pure Appl. Math., vol. 1, 1966, p. 261-286. Zbl0147.15503MR203230
  9. [9] D.W. Stroock and S.R.S. Varadhan, On the support of diffusion processes with applications to the strong maximum principle. 6th. Berkeley Symposium, vol. III, 1972. Zbl0255.60056MR397899
  10. [10] A.D. Ventsel and M.I. Freidlin, On small random perturbations of dynamical systems. Russian Math. surveys, vol. XXV, 1970, p. 1-55. Zbl0297.34053

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