Valeurs limites pour les éléments des chaos
Variation des solutions d'une E.D.S., d'après J. M. Bismut
Variational representations for continuous time processes
A variational formula for positive functionals of a Poisson random measure and brownian motion is proved. The formula is based on the relative entropy representation for exponential integrals, and can be used to prove large deviation type estimates. A general large deviation result is proved, and illustrated with an example.
Variations sur une formule de Paul Lévy