This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
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.
[Az 2] R. AZENCOTT: Petites perturbations aléatoires des systèmes dynamiques: développements asymptotiques (à paraître).
[C-E] M. CHALEYAT-MAUREL, L. ELIE: Diffusions gaussiennes; in “Geodesiques et diffusions en temps petit” Astérisque, Vol. 84–85 (1981).
[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).
[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).
[Mc] H. Mc KEAN: Stochastic integrals. Academic Press, New-York 1969.
[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.
[Sc] M. SCHILDER: Some asymptotic formulas for Wiener integrals. Transactions Am. Math. Soc. vol. 125, p. 63–85 (1965).
[S-V 1] D. STROOK—S. VARADHAN: Diffusion processesses with continuous coefficients. Comm. Pure App. Math.22, p. 365–400 et 479–530 (1969).
[S-V 2] D. STROOK—S. VARADHAN: Multidimensional diffusion processes Springer (1979).
[Va] S. VARADHAN: Asymptotic probabilities and differential equations. Comm. Pure Appl. Math. vol. 1, p. 261–286 (1966).
[V-F] A. VENTCELL—M. FRIEDLIN: On small random perturbations of dynamical systems. Russ. Math. Surveys. Vol. 25, p. 1–55 (1970).
Editor information
Editors and Affiliations
Rights 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
