Article
MSC:
01A99
Full entry |
PDF
(0.2 MB)
Feedback
PDF
(0.2 MB)
Feedback
Related articles:
References:
[1] Athreya, K. B.: Professor Srinivasa R. S. Varadhan. Current Sci. 78 (2000), 1151–1152. MR 1762110
[2] Donsker, M. D., Varadhan, S. R. S.: Asymptotic evaluation of certain Markov process expectations for large time, I. Commun. Pure Appl. Math. 28 (1975), 1–47. MR 0386024 | Zbl 0323.60069
[3] Donsker, M. D., Varadhan, S. R. S.: Asymptotic evaluation of certain Markov process expectations for large time, II. Commun. Pure Appl. Math. 28 (1975), 279–301. MR 0386024 | Zbl 0348.60031
[4] Donsker, M. D., Varadhan, S. R. S.: Asymptotics for the Wiener Sausage. Commun. Pure Appl. Math. 28 (1975), 525–565. MR 0397901 | Zbl 0351.60070
[5] Donsker, M. D., Varadhan, S. R. S.: Asymptotic evaluation of certain Markov process expectations for large time, III. Commun. Pure Appl. Math. 29 (1976), 389–461. MR 0428471 | Zbl 0348.60032
[6] Donsker, M. D., Varadhan, S. R. S.: Asymptotic evaluation of certain Markov process expectations for large time, IV. Commun. Pure Appl. Math. 36 (1983), 183–219. MR 0690656 | Zbl 0512.60068
[7] Donsker, M. D., Varadhan, S. R. S.: Asymptotics for the Polaron. Commun. Pure Appl. Math. 36 (1983), 505–528. MR 0709647 | Zbl 0538.60081
[8] Donsker, M. D., Varadhan, S. R. S.: Large deviations for stationary Gaussian processes. Commun. Math. Phys. 97 (1985), 187–210. MR 0782966 | Zbl 0657.60036
[9] Donsker, M. D., Varadhan, S. R. S.: Large deviations for noninteracting infinitep̄article systems. J. Stat. Phys. 46 (1987), 1195–1232. MR 0893138
[10] Donsker, M. D., Varadhan, S. R. S.: Large deviations from hydrodynamic scaling limit. Commun. Pure Appl. Math. 42 (1989), 243–270. MR 0982350
[11] Ito, K.: On stochastic differential equations. Mem. Amer. Math. Soc. 4 (1951), 51. MR 0040618 | Zbl 0054.05803
[12] Navara, M.: Pravděpodobnost a matematická statistika. Skripta FEL ČVUT, Praha 2007.
[13] Rektorys, K.: Přehled užité matematiky II. Prometheus, Praha 1995.
[14] Saxl, I.: Pravděpodobnost ve starověku a středověku. Výuka statistiky v České republice II (eds. Antoch, J., Dohnal, G., Štěpán, J.), Česká statistická společnost, Praha 2004, 87–106.
[15] Stroock, D. W., Varadhan, S. R. S.: Diffusion processes with continuous coefficients, Part I. Commun. Pure Appl. Math. 22 (1969), 345–400. MR 0253426
[16] Stroock, D. W., Varadhan, S. R. S.: Diffusion processes with continuous coefficients, Part II. Commun. Pure Appl. Math. 22 (1969), 479–530. MR 0254923
[17] Šofr, B.: Populárne o počte pravdepodobnosti. SVTL, Bratislava 1967.
[18] Šolcová, A.: Fermatův odkaz. Cahiers du CEFRES 28 (2002), 173–202.
[19] Varadhan, S. R. S., Stroock, D. W.: Multidimensional diffusion processes. Springer, New York 1979, 1997, 2006. MR 2190038 | Zbl 0426.60069
Search
Partner of
