Concepedia

Asymptotic evaluation of certain Markov process expectations for large time—III

M. D. Donsker, S. R. S. Varadhan

Communications on Pure and Applied Mathematics · 1976 · 412 citations · 6 references

DOI

Concepts

References

6

On general minimax theorems

Maurice Sion · Pacific Journal of Mathematics · 1958 · 1.9K citations · Full text

, , +11

Asymptotic evaluation of certain markov process expectations for large time, I

M. D. Donsker, S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1975 · 613 citations

, , +8

Asymptotic probabilities and differential equations

S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1966 · 464 citations

, , +13

A Note on Gaussian Measures in a Banach Space

A. V. Skorokhod · Theory of Probability and Its Applications · 1970 · 24 citations

, , +8

Some Asymptotic Formulas for Wiener Integrals

M. Schilder · Transactions of the American Mathematical Society · 1966 · 24 citations

, , +7