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Some problems of large deviations

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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 36))

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References

  1. Cramér, H. On a new limit theorem in the theory of probability, Colloquium on the Theory of Probability, Hermann Paris, 1937.

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  2. Donsker, M. D. and Varadhan, S. R. S. Asymptotic evaluation of certain Markov process expectations for large time, I, II, III, Comm. Pure Appl. Math. 28 (1975) 1–47; 28 (1975) 279–301; 30 (1976), 389–461.

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  3. Feynman, R. P. Statistical Mechanics, W. A. Benjamin, 1972.

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  4. Pekar,. S. I., Theory of Polarons, Zh. Eksperim. i Teor. Fiz., v. 19, 1949.

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Authors and Affiliations

  1. Courant Institute of Mathematical Sciences, New York University, 10012/USA, New York, NY

    M. D. Donsker & S. R. S. Varadhan

Authors
  1. M. D. Donsker
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  2. S. R. S. Varadhan
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Editor information

M. Arató D. Vermes A. V. Balakrishnan

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© 1981 Springer-Verlag

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Donsker, M.D., Varadhan, S.R.S. (1981). Some problems of large deviations. In: Arató, M., Vermes, D., Balakrishnan, A.V. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 36. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006405

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  • DOI: https://doi.org/10.1007/BFb0006405

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11038-5

  • Online ISBN: 978-3-540-38564-6

  • eBook Packages: Springer Book Archive

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