Skip to main content
SpringerLink
Log in

Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann

  • Conference paper
  • First Online:
Séminaire de Probabilités XVI, 1980/81 Supplément: Géométrie Différentielle Stochastique

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 921))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 46.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  • [Az 1] R. AZENCOTT: Grandes déviations et applications. Saint-Flour VIII 1978. Lecture Notes Math. 774, Springer Verlag 1980.

    Google Scholar 

  • [Az 2] R. AZENCOTT: Petites perturbations aléatoires des systèmes dynamiques: développements asymptotiques (à paraître).

    Google Scholar 

  • [C-E] M. CHALEYAT-MAUREL, L. ELIE: Diffusions gaussiennes; in “Geodesiques et diffusions en temps petit” Astérisque, Vol. 84–85 (1981).

    Google Scholar 

  • [Do] H. DOSS: Quelques formules asymptotiques pour les perturbations de systèmes dynamiques. Ann. Inst. Henri Poincaré, Série B. Vol. 16 No 1, p. 17–28 (1980).

    MathSciNet  MATH  Google Scholar 

  • [D-V] M. DONSKER—S. VARADHAN: Asymptotic evaluation of Markov process expectations for large time (III). Comm. Pure. Appl. Math. vol. 29, p. 389–461 (1976).

    Article  MathSciNet  MATH  Google Scholar 

  • [Mc] H. Mc KEAN: Stochastic integrals. Academic Press, New-York 1969.

    Google Scholar 

  • [P1] E. PLATEN: A Taylor formula for semimartingales solving a stochastic equation in “3rd Conference on stochastic differential systems” (Visegrad/Hongrie 1980). p. 65–68.

    Google Scholar 

  • [Sc] M. SCHILDER: Some asymptotic formulas for Wiener integrals. Transactions Am. Math. Soc. vol. 125, p. 63–85 (1965).

    Article  MathSciNet  MATH  Google Scholar 

  • [S-V 1] D. STROOK—S. VARADHAN: Diffusion processesses with continuous coefficients. Comm. Pure App. Math.22, p. 365–400 et 479–530 (1969).

    Google Scholar 

  • [S-V 2] D. STROOK—S. VARADHAN: Multidimensional diffusion processes Springer (1979).

    Google Scholar 

  • [Va] S. VARADHAN: Asymptotic probabilities and differential equations. Comm. Pure Appl. Math. vol. 1, p. 261–286 (1966).

    Article  MathSciNet  MATH  Google Scholar 

  • [V-F] A. VENTCELL—M. FRIEDLIN: On small random perturbations of dynamical systems. Russ. Math. Surveys. Vol. 25, p. 1–55 (1970).

    Article  MathSciNet  Google Scholar 

Download references

Authors
  1. Robert Azencott
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1982 Springer-Verlag

About this paper

Cite this paper

Azencott, R. (1982). Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI, 1980/81 Supplément: Géométrie Différentielle Stochastique. Lecture Notes in Mathematics, vol 921. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092653

Download citation

  • DOI: https://doi.org/10.1007/BFb0092653

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11486-4

  • Online ISBN: 978-3-540-39167-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation