scientific article; zbMATH DE number 3521317
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Publication:4099013
zbMATH Open0333.60078MaRDI QIDQ4099013FDOQ4099013
Authors: S. R. S. Varadhan, M. D. Donsker 
Publication date: 1975
Title of this publication is not available (Why is that?)
Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
Cited In (32)
- Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
- Transformations of diffusion and Schrödinger processes
- Large deviations for Brownian motion in a random potential
- The role of topology in large deviations
- On the law of iterated logarithm for occupation measures of empirical processes
- Laws of the iterated logarithm and large deviations for a class of diffusionl processes
- Exponential asymptotics for time-space Hamiltonians
- On principal eigenvalues for random evolutions
- Application of the Feynman-Kac path integral method in finding the ground state of quantum systems
- Finite time extinction of superprocesses with catalysts.
- Asymptotic properties of additive functionals of Brownian motion
- Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks
- A large deviation principle for symmetric Markov processes with Feynman-Kac functional
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
- Large deviation principle for fractional Brownian motion with respect to capacity
- Large deviations for noninteracting infinite-particle systems
- Large deviation principle for the diffusion-transmutation processes and Dirichlet problem for PDE systems with small parameter
- Large deviations and renormalization for Riesz potentials of stable intersection measures
- A Donsker-Varadhan type of invariance principle
- Large deviation for stationary processes
- Large deviation principle for the intersection measure of Brownian motions on unbounded domains
- On diffusions that cannot escape from a convex set
- Statistical properties of shocks in Burgers turbulence
- Large deviation for additive functionals of symmetric Markov processes
- Large deviations for additive functionals of symmetric stable processes
- Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
- A connection between Strassen's and Donsker-Varadhan's laws of the iterated logarithm
- An application of Berezin integration to large deviations
- Large deviations: An introduction to 2007 Abel prize
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
- Title not available (Why is that?)
- Strassen's law for local time
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