ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .2.

被引：120

作者：

DONSKER, MD ^{[1
]}

VARADHAN, SRS ^{[1
]}

机构：

[1] NYU,COURANT INST MATH SCI,NEW YORK,NY 10003

来源：

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS | 1975年 / 28卷 / 02期

关键词：

D O I：

10.1002/cpa.3160280206

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：279 / 301

页数：23

共 50 条

[1] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME, I
DONSKER, MD
VARADHAN, SRS
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1975, 28 (01) : 1 - 47
[2] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .3.
DONSKER, MD
VARADHAN, SRS
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1976, 29 (04) : 389 - 461
[3] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .4.
DONSKER, MD
VARADHAN, SRS
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1983, 36 (02) : 183 - 212
[4] ASYMPTOTIC PROBABILITIES OF LARGE DEVIATIONS DUE TO LARGE JUMPS OF A MARKOV PROCESS
GODOVANCHUK, VV
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1981, 26 (02) : 314 - 327
[5] ASYMPTOTIC BEHAVIOR OF THE EIGENVALUES OF CERTAIN INTEGRAL EQUATIONS .2.
WIDOM, H
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 1964, 17 (03) : 215 - 229
[6] ASYMPTOTIC RELATIONS BETWEEN SOLUTIONS TO VARIOUS NONLINEAR EQUATIONS AT LARGE TIME .2.
NAUMKIN, PI
SHISHMAREV, IA
DIFFERENTIAL EQUATIONS, 1994, 30 (08) : 1329 - 1340
[7] AN ASYMPTOTIC PROPERTY OF A CERTAIN BROWNIAN-MOTION EXPECTATION FOR LARGE TIME
OKURA, H
PROCEEDINGS OF THE JAPAN ACADEMY SERIES A-MATHEMATICAL SCIENCES, 1981, 57 (03) : 155 - 159
[8] MARKOV ADDITIVE PROCESSES .2. LARGE DEVIATIONS
NEY, P
NUMMELIN, E
ANNALS OF PROBABILITY, 1987, 15 (02): : 593 - 609
[9] ON A CERTAIN MARKOV MODEL OF COLMATAGE-SCOURING PHENOMENA .2.
LITWINIS.J
BULLETIN DE L ACADEMIE POLONAISE DES SCIENCES-SERIE DES SCIENCES TECHNIQUES, 1969, 17 (01): : 73 - &
[10] ASYMPTOTIC ANALYSIS OF CERTAIN MULTIDIMENSIONAL CHARACTERISTICS OF FINITE MARKOV-CHAINS WITH CONTINUOUS-TIME
LUKASHUK, LI
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1982, (08): : 76 - 78

← 1 2 3 4 5 →