A variational representation for certain functionals of Brownian motion (Q1307458)

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A variational representation for certain functionals of Brownian motion
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    Statements

    title
    A variational representation for certain functionals of Brownian motion (English)
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    author
    Michelle Boué
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    Paul Dupuis
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    publication date
    9 May 2000
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    zbMATH Keywords
    variational representation
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    Brownian motion
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    large deviations
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    relative entropy
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    Identifiers

    Mathematics Subject Classification ID
    60H99
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    60J65
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    60J60
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    60F10
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    zbMATH DE Number
    1355212
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    OpenAlex ID
    W1587955208
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