Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Bibliographie
DOSS, H. & STROOCK, D.W. (1991). Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. J. Funct. Anal. Vol. 101 no2, Nov. 1.
YAMATO, Y., (1979) Stochastic Differential Equations and Nilpotent Lie Algebras, Z. Wharsch. verw. Gebiete 47, 213–229.
VARADHAN, S.R.S. (1984), “Large Deviations and Applications”, Siam Philadelphia.
FREIDLIN, M.I. (1985), “Functional Integration and Partial Differenti al Equations”. Princeton University Press, Princeton(N.J.)
BEZUIDENHOUT, C. (1987), Singular perturbations of degenerate diffus ion. The Annals of Probability, vol. 15, no3, 1014–1043.
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. Meh 5, 52–59.
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.
HARDY, G.H. & LITTLEWOOD, J.E. & POLYA, G., (1950) “Inequalities”, Cambridge at the University Press.
KUNITA, H. (1980), On the representation of solutions of stochastic differential equations, in “Séminaire de Probabilités XIV 1978/79” (Réd. J Azéma et M. Yor), Lect. Notes in Math. 784, p. 282–304, Springer-Verlag, Berlin.
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.
FREIDLIN, M.I. & WENTZELL, A.D., (1970), Small random perturbations of dynamical systems. Russian Math Surveys, 25, 1–55.
RABEHERIMANANA, T.J. (1992) Petites Perturbations de Systèmes Dynam iques et Algèbres de Lie Nilpotentes. Thèse de l' Université Paris 7.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1994 Springer-Verlag
About this paper
Cite this paper
Rabeherimanana, T.J., Smirnov, S.N. (1994). Petites perturbations de systèmes dynamiques et Algèbres de Lie Nilpotentes. Une extension des estimations de Doss & Stroock. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073833
Download citation
DOI: https://doi.org/10.1007/BFb0073833
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-58331-8
Online ISBN: 978-3-540-48656-5
eBook Packages: Springer Book Archive