@article{AIHPB_2001__37_5_555_0, author = {Gradinaru, Mihai and Herrmann, Samuel and Roynette, Bernard}, title = {A singular large deviations phenomenon}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, volume = {37}, year = {2001}, pages = {555-580}, mrnumber = {1851715}, zbl = {0993.60025}, language = {en}, url = {http://dml.mathdoc.fr/item/AIHPB_2001__37_5_555_0} }
Gradinaru, Mihai; Herrmann, Samuel; Roynette, Bernard. A singular large deviations phenomenon. Annales de l'I.H.P. Probabilités et statistiques, Tome 37 (2001) pp. 555-580. http://gdmltest.u-ga.fr/item/AIHPB_2001__37_5_555_0/
[1] Small random perturbations of Peano phenomena, Stochastics 6 (1982) 279-292. | MR 665404 | Zbl 0487.60050
, ,[2] Solutions de Viscosité des Équations de Hamilton-Jacobi, Springer-Verlag, 1994. | MR 1613876 | Zbl 0819.35002
,[3] Regularity properties of Schrödinger and Dirichlet semigroups, J. Funct. Anal. 33 (1979) 259-296. | MR 549115 | Zbl 0419.60075
,[4] Properties of the Green's functions of some Schrödinger operators, J. London Math. Soc. (2) 7 (1973) 483-491. | MR 342847 | Zbl 0271.47003
,[5] One-Parameter Semigroups, Academic Press, 1980. | MR 591851 | Zbl 0457.47030
,[6] Ultracontractivity and the heat kernel for Schrödinger operators and Dirichlet laplacians, J. Funct. Anal. 59 (1984) 335-395. | MR 766493 | Zbl 0568.47034
, ,[7] Large Deviations, Academic Press, 1989. | MR 997938 | Zbl 0705.60029
, ,[8] Controlled Markov Processes and Viscosity Solutions, Springer-Verlag, 1993. | MR 1199811 | Zbl 0773.60070
,[9] Ph.D. Thesis, Université Henri Poincaré, Nancy, 2001.
,[10] On some connections between probability theory and differential and integral equations, in: Proceedings of the Second Berkeley Symposium of Math. Statist. Probab. 1950, University of California Press, 1951, pp. 189-215. | MR 45333 | Zbl 0045.07002
,[11] Brownian Motion and Stochastic Calculus, Springer-Verlag, 1991. | MR 1121940 | Zbl 0734.60060
, ,[12] Methods of Modern Mathematical Physics III: Scattering Theory, Academic Press, 1979. | MR 529429 | Zbl 0405.47007
, ,[13] Continuous Martingales and Brownian Motion, Springer-Verlag, 1994. | MR 1303781 | Zbl 0804.60001
, ,[14] The integral of the absolute value of the pinned Wiener process calculation of its probability density by numerical integration, Ann. Probab. 10 (1982) 240-243. | MR 637390 | Zbl 0479.60080
,[15] On a class of Markov processes, Trans. Amer. Math. Soc. 71 (1951) 120-135. | MR 43406 | Zbl 0045.07703
,[16] On the integral of the absolute value of the pinned Wiener process, Ann. Probab. 10 (1982) 234-239. | MR 637389 | Zbl 0479.60079
,