Formulation of Large Deviation Theory in Terms of the Laplace Principle. First Example: Sanov's Theorem. Second Example: Mogulskii's Theorem. Representation Formulas for Other Stochastic Processes.… Expand

The variational inequality problem has been utilized to formulate and study a plethora of competitive equilibrium problems in different disciplines, ranging from oligopolistic market equilibrium problems to traffic network equilibrium problems.Expand

The solution m the Skorokhoci Problem defines a deieiminisiic mapping of paths that has been found to be useful in several areas of application. Typical uses of the mapping are construction and… Expand

A variational representation for positive functionals of a Hilbert space valued Wiener process (W (·)) is proved. This representation is then used to prove a large deviations principle for the family… Expand

In this paper we show that the variational representation - log Ee -f(W) = inf E{1/2∫ 0 1 ∥v s ∥ 2 ds + f(w + ∫ 0 v s ds)} holds, where W is a standard d-dimensional Brownian motion, f is any bounded… Expand

The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be… Expand

A food plate package having a bottom plate and a top cover for the temporary storage of prepared food products, the top cover being convex-oval, with support ribs integrally formed in the cover.Expand

We introduce a new class of discrete time stochastic uncertain systems in which the uncertainty is described by a constraint on the relative entropy between a nominal noise distribution and the perturbed noise distribution.Expand