Book Review: Large deviations for stochastic processes

DOI10.1090/S0273-0979-2011-01357-XzbMath1321.00068OpenAlexW2323079741MaRDI QIDQ2949107

Srinivasa R. S. Varadhan

Publication date: 7 October 2015

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0273-0979-2011-01357-x

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Semigroups of nonlinear operators (47H20) Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) External book reviews (00A17)

Related Items (4)

Symmetry of stochastic non-variational differential equations ⋮ Spatially homogeneous random evolutions ⋮ Mosco-convergence and Wiener measures for conductive thin boundaries ⋮ Remarks on the stochastic process corresponding to \((1/\phi^ 2)_ 1\) interaction

Cites Work

• Diffusion processes in a small time interval
• An invariance principle for the law of the iterated logarithm
• Some Asymptotic Formulas for Wiener Integrals
• The partial differential equation u_t + uu_x = μ_xx
• On a quasi-linear parabolic equation occurring in aerodynamics
• An introduction to the theory of large deviations
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