ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME, I

被引:608
作者
DONSKER, MD
VARADHAN, SRS
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D O I
10.1002/cpa.3160280102
中图分类号
O29 [应用数学];
学科分类号
070104 ;
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页码:1 / 47
页数:47
相关论文
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DONSKER MD, 1974, ASYMPTOTIC EVALUATIO
[2]  
KAC M, 1950, 2ND P BERK S MATH ST, P189
[3]   ASYMPTOTIC PROBABILITIES AND DIFFERENTIAL EQUATIONS [J].
VARADHAN, SR .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1966, 19 (03) :261-&