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- 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)
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- 6449 (xsd:nonNegativeInteger)
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- 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)
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- Satz von Schilder (de)
- Schilder's theorem (en)
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