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

M. D. Donsker; S. R.S. Varadhan

doi:10.1002/cpa.3160280102

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

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

Mathematics

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	1-47
Number of pages	47
Journal	Communications on Pure and Applied Mathematics
Volume	28
Issue number	1
DOIs	https://doi.org/10.1002/cpa.3160280102
State	Published - Jan 1975

ASJC Scopus subject areas

Mathematics(all)
Applied Mathematics

Access to Document

10.1002/cpa.3160280102

Cite this

@article{70a2f12a73e04821b597d1058faa1cca,

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

author = "Donsker, {M. D.} and Varadhan, {S. R.S.}",

year = "1975",

month = jan,

doi = "10.1002/cpa.3160280102",

language = "English (US)",

volume = "28",

pages = "1--47",

journal = "Communications on Pure and Applied Mathematics",

issn = "0010-3640",

publisher = "Wiley-Liss Inc.",

number = "1",

}

TY - JOUR

T1 - Asymptotic evaluation of certain markov process expectations for large time, I

AU - Donsker, M. D.

AU - Varadhan, S. R.S.

PY - 1975/1

Y1 - 1975/1

UR - http://www.scopus.com/inward/record.url?scp=84980178612&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84980178612&partnerID=8YFLogxK

U2 - 10.1002/cpa.3160280102

DO - 10.1002/cpa.3160280102

M3 - Article

AN - SCOPUS:84980178612

SN - 0010-3640

VL - 28

SP - 1

EP - 47

JO - Communications on Pure and Applied Mathematics

JF - Communications on Pure and Applied Mathematics

IS - 1

ER -

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

ASJC Scopus subject areas

Access to Document

Other files and links

Cite this