Celebratio Mathematica

S. R. Srinivasa Varadhan

Probability and statistics

Large deviations

Works connected to Étienne Pardoux

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M. D. Don­sker and S. R. S. Varadhan: “Large de­vi­ations for sta­tion­ary Gaus­si­an pro­cesses,” pp. 108–​112 in Stochast­ic dif­fer­en­tial sys­tems (Mar­seille-Lu­miny, 1984). Edi­ted by M. Mét­ivi­er and É. Par­doux. Lec­ture Notes in Con­trol and In­form­a­tion Sci­ences 69. Spring­er (Ber­lin), 1985. MR 798313 Zbl 0657.​60036 incollection