Celebratio Mathematica

S. R. Srinivasa Varadhan

Probability and statistics

Large deviations

Works connected to Elena Kosygina

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E. Kosy­gina, F. Reza­khan­lou, and S. R. S. Varadhan: “Stochast­ic ho­mo­gen­iz­a­tion of Hamilton–Jac­obi–Bell­man equa­tions,” Comm. Pure Ap­pl. Math. 59 : 10 (2006), pp. 1489–​1521. MR 2248897 Zbl 1111.​60055 article

E. Kosy­gina and S. R. S. Varadhan: “Ho­mo­gen­iz­a­tion of Hamilton–Jac­obi–Bell­man equa­tions with re­spect to time-space shifts in a sta­tion­ary er­god­ic me­di­um,” Comm. Pure Ap­pl. Math. 61 : 6 (2008), pp. 816–​847. MR 2400607 Zbl 1144.​35008 article