Stochastic analysis and applications

DOI10.1090/S0273-0979-02-00968-0MaRDI QIDQ4780392zbMATHWikidataFDO

Authors S. R. S. Varadhan

Publication date 19 November 2002

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

zbMATH Keywords

stochastic differential equationsscalingstochastic analysislarge systems

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic analysis (60Hxx)

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Cites work

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• Decay to equilibrium in random spin systems on a lattice
• Decay to equilibrium in random spin systems on a lattice. II
• Equilibrium pure states and nonequilibrium chaos
• Huge random structures and mean field models for spin glasses
• Large deviations for the symmetric simple exclusion process in dimensions \(d\geqq 3\)
• Level spacing distributions and the Bessel kernel
• Logarithmic Sobolev inequality for lattice gases mixing conditions
• On the distribution of the length of the longest increasing subsequence of random permutations
• On the ergodic properties of Glauber dynamics.
• On the spectral gap of Kawasaki dynamics under a mixing condition revisited
• Percolation
• Scaling limit of particle systems, incompressible Navier-Stokes equation and Boltzmann equation
• Shape fluctuations and random matrices
• Stochastic integral
• The Sherrington-Kirkpatrick model: A challenge for mathematicians
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung

Cited in

(10)

• Special issue on stochastic analysis II
• Special issue on stochastic analysis I
• scientific article; zbMATH DE number 1262764 (Why is no real title available?)
• scientific article; zbMATH DE number 4129708 (Why is no real title available?)
• Analytic stochastic processes II
• scientific article; zbMATH DE number 1014073 (Why is no real title available?)
• scientific article; zbMATH DE number 5227627 (Why is no real title available?)
• scientific article; zbMATH DE number 3858052 (Why is no real title available?)
• scientific article; zbMATH DE number 4205518 (Why is no real title available?)
• scientific article; zbMATH DE number 822851 (Why is no real title available?)

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