About: Schilder's theorem

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In mathematics, Schilder's theorem is a generalization of the Laplace method from integrals on to functional Wiener integration. The theorem is used in the large deviations theory of stochastic processes. Roughly speaking, out of Schilder's theorem one gets an estimate for the probability that a (scaled-down) sample path of Brownian motion will stray far from the mean path (which is constant with value 0). This statement is made precise using rate functions. Schilder's theorem is generalized by the Freidlin–Wentzell theorem for Itō diffusions.

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rdfs:label	Satz von Schilder (de) Schilder's theorem (en)
rdfs:comment	Der Satz von Schilder ist ein Theorem aus der (englisch Large Deviation Theory). Das Theorem besagt, dass eine klein-skalierte Brownsche Bewegung das Prinzip der großen Abweichungen erfüllt und somit wesentlich von verschieden ist. Eine Verallgemeinerung des Satzes ist der Satz von Freidlin-Wentzell. (de) In mathematics, Schilder's theorem is a generalization of the Laplace method from integrals on to functional Wiener integration. The theorem is used in the large deviations theory of stochastic processes. Roughly speaking, out of Schilder's theorem one gets an estimate for the probability that a (scaled-down) sample path of Brownian motion will stray far from the mean path (which is constant with value 0). This statement is made precise using rate functions. Schilder's theorem is generalized by the Freidlin–Wentzell theorem for Itō diffusions. (en)
dcterms:subject	Large deviations theory Asymptotic analysis Theorems regarding stochastic processes
Wikipage page ID	13345478 (xsd:integer)
Wikipage revision ID	1119733303 (xsd:integer)
Link from a Wikipage to another Wikipage	Mathematics Large deviations theory Closed set Banach space Asymptotic analysis Large deviations theory Law (stochastic processes) Euclidean space Absolutely continuous Itō diffusion Rate function Laplace's method Supremum norm Dimension Freidlin–Wentzell theorem Brownian motion Theorems regarding stochastic processes Open set Infimum Probability measure Stochastic process Open ball Wiener measure
Link from a Wikipage to an external page	https://doi.org/10.2307/1994588
sameAs	Schilder's theorem Schilder's theorem Schilder's theorem Schilder's theorem Schilder's theorem
dbp:wikiPageUsesTemplate	dbt:= dbt:Cite_book dbt:Math dbt:Radic dbt:Sfrac
has abstract	Der Satz von Schilder ist ein Theorem aus der (englisch Large Deviation Theory). Das Theorem besagt, dass eine klein-skalierte Brownsche Bewegung das Prinzip der großen Abweichungen erfüllt und somit wesentlich von verschieden ist. Eine Verallgemeinerung des Satzes ist der Satz von Freidlin-Wentzell. (de) In mathematics, Schilder's theorem is a generalization of the Laplace method from integrals on to functional Wiener integration. The theorem is used in the large deviations theory of stochastic processes. Roughly speaking, out of Schilder's theorem one gets an estimate for the probability that a (scaled-down) sample path of Brownian motion will stray far from the mean path (which is constant with value 0). This statement is made precise using rate functions. Schilder's theorem is generalized by the Freidlin–Wentzell theorem for Itō diffusions. (en)
gold:hypernym	Result
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foaf:isPrimaryTopicOf	wikipedia-en:Schilder's_theorem
is Link from a Wikipage to another Wikipage of	Large deviations theory Freidlin–Wentzell theorem Schilder theorem Catalog of articles in probability theory Schilder List of statistics articles List of theorems
is Wikipage redirect of	Schilder theorem
is Wikipage disambiguates of	Schilder
is foaf:primaryTopic of	wikipedia-en:Schilder's_theorem

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