@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},
pages = {555--580},
year = {2001},
publisher = {Elsevier},
volume = {37},
number = {5},
mrnumber = {1851715},
zbl = {0993.60025},
language = {en},
url = {https://www.numdam.org/item/AIHPB_2001__37_5_555_0/}
}
TY - JOUR AU - Gradinaru, Mihai AU - Herrmann, Samuel AU - Roynette, Bernard TI - A singular large deviations phenomenon JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2001 SP - 555 EP - 580 VL - 37 IS - 5 PB - Elsevier UR - https://www.numdam.org/item/AIHPB_2001__37_5_555_0/ LA - en ID - AIHPB_2001__37_5_555_0 ER -
%0 Journal Article %A Gradinaru, Mihai %A Herrmann, Samuel %A Roynette, Bernard %T A singular large deviations phenomenon %J Annales de l'I.H.P. Probabilités et statistiques %D 2001 %P 555-580 %V 37 %N 5 %I Elsevier %U https://www.numdam.org/item/AIHPB_2001__37_5_555_0/ %G en %F 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) no. 5, pp. 555-580. https://www.numdam.org/item/AIHPB_2001__37_5_555_0/
[1] , , Small random perturbations of Peano phenomena, Stochastics 6 (1982) 279-292. | Zbl | MR
[2] , Solutions de Viscosité des Équations de Hamilton-Jacobi, Springer-Verlag, 1994. | Zbl | MR
[3] , Regularity properties of Schrödinger and Dirichlet semigroups, J. Funct. Anal. 33 (1979) 259-296. | Zbl | MR
[4] , Properties of the Green's functions of some Schrödinger operators, J. London Math. Soc. (2) 7 (1973) 483-491. | Zbl | MR
[5] , One-Parameter Semigroups, Academic Press, 1980. | Zbl | MR
[6] , , Ultracontractivity and the heat kernel for Schrödinger operators and Dirichlet laplacians, J. Funct. Anal. 59 (1984) 335-395. | Zbl | MR
[7] , , Large Deviations, Academic Press, 1989. | Zbl | MR
[8] , Controlled Markov Processes and Viscosity Solutions, Springer-Verlag, 1993. | Zbl | MR
[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. | Zbl | MR
[11] , , Brownian Motion and Stochastic Calculus, Springer-Verlag, 1991. | Zbl | MR
[12] , , Methods of Modern Mathematical Physics III: Scattering Theory, Academic Press, 1979. | Zbl | MR
[13] , , Continuous Martingales and Brownian Motion, Springer-Verlag, 1994. | Zbl | MR
[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. | Zbl | MR
[15] , On a class of Markov processes, Trans. Amer. Math. Soc. 71 (1951) 120-135. | Zbl | MR
[16] , On the integral of the absolute value of the pinned Wiener process, Ann. Probab. 10 (1982) 234-239. | Zbl | MR






