Donsker, M. D.; Varadhan, S. R. S. Asymptotic evaluation of certain Markov process expectations for large time. IV. (English) Zbl 0512.60068 Commun. Pure Appl. Math. 36, 183-212 (1983). MSC: 60J25 94A17 60G10 PDFBibTeX XMLCite \textit{M. D. Donsker} and \textit{S. R. S. Varadhan}, Commun. Pure Appl. Math. 36, 183--212 (1983; Zbl 0512.60068) Full Text: DOI
Donsker, M. D.; Varadhan, S. R. S. Some problems of large deviations. (English) Zbl 0472.60028 Stochastic differential systems, Proc. 3rd IFIP-WG 7/1 Work. Conf., Visegrad/Hung. 1980, Lect. Notes Contr. Inf. Sci. 36, 41-46 (1981). MSC: 60F10 60J65 60K35 60H10 PDFBibTeX XML