Stochastic analysis and applications

DOI10.1090/S0273-0979-02-00968-0zbMath1012.60004WikidataQ29394754 ScholiaQ29394754MaRDI QIDQ4780392

Srinivasa R. S. Varadhan

Publication date: 19 November 2002

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsscalinglarge systemsstochastic analysis

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cites Work

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• Decay to equilibrium in random spin systems on a lattice
• Scaling limit of particle systems, incompressible Navier-Stokes equation and Boltzmann equation
• Huge random structures and mean field models for spin glasses
• Large deviations for the symmetric simple exclusion process in dimensions \(d\geqq 3\)
• Decay to equilibrium in random spin systems on a lattice. II
• Level spacing distributions and the Bessel kernel
• The Sherrington-Kirkpatrick model: A challenge for mathematicians
• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• On the ergodic properties of Glauber dynamics.
• Equilibrium pure states and nonequilibrium chaos
• Logarithmic Sobolev inequality for lattice gases mixing conditions
• Shape fluctuations and random matrices
• On the spectral gap of Kawasaki dynamics under a mixing condition revisited
• Percolation
• On the distribution of the length of the longest increasing subsequence of random permutations
• Stochastic integral

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