M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres

DOI10.1007/BF00534169MaRDI QIDQ4150440zbMATH OpenOpenAlexFDO

Authors Robert Azencott, Gabriel Ruget

Publication date 1977

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00534169

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A Theory of the Epigenesis of Neuronal Networks by Selective Stabilization of Synapses
• Asymptotic probabilities and differential equations
• Asymptotic theory of mixing stochastic ordinary differential equations
• Convergence properties of the generalised least squares identification method
• scientific article; zbMATH DE number 3543334 (Why is no real title available?)
• scientific article; zbMATH DE number 3546536 (Why is no real title available?)
• Markovian Learning Processes
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• On the Probability of Large Deviations of Families of Sample Means
• The Existence of Probability Measures with Given Marginals

Cited in

(11)

• Large deviations for Markov processes with discontinuous statistics. II: Random walks
• Stochastic approximation algorithms with constant step size whose average is cooperative
• On large deviations of Markov processes with discontinuous statistics
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Stochastic control of a class of dynamical systems via path limits
• scientific article; zbMATH DE number 3844787 (Why is no real title available?)
• Moderate deviations for recursive stochastic algorithms
• Sample path large deviations for stochastic evolutionary game dynamics
• Moderate deviations-based importance sampling for stochastic recursive equations
• Rare events analysis and computation for stochastic evolution of bacterial populations
• Large deviations analysis for distributed algorithms in an ergodic Markovian environment

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