In mathematics, the Freidlin–Wentzell theorem (due to Mark Freidlin and Alexander D. Wentzell) is a result in the large deviations theory of stochastic...

selection theorem (mathematical analysis) Fredholm's theorem (linear algebra) Freidlin–Wentzell theorem (stochastic processes) Freiman's theorem (number...

theory), a result on how large deviations principles "push forward" Freidlin–Wentzell theorem, a large deviations principle for Itō diffusions Legendre transformation...

military leader during World War II Wentzell may also refer to: Freidlin–Wentzell theorem, a statistics tool relating to Brownian motion This page lists...

made precise using rate functions. Schilder's theorem is generalized by the Freidlin–Wentzell theorem for Itō diffusions. Let C0 = C0([0, T]; Rd) be...

International Congress of Mathematicians in Helsinki. Freidlin–Wentzell theorem with Mark Freidlin: Random perturbations of dynamical systems, Grundlehren...

statistical software Freedman's paradox Freedman–Diaconis rule Freidlin–Wentzell theorem Frequency (statistics) Frequency distribution Frequency domain...

and strengthen many results in Stochastic Analysis, such as the Freidlin-Wentzell's Large Deviation theory as well as results about stochastic flows...

deviations theory Contraction principle Cramér's theorem Exponentially equivalent measures Freidlin–Wentzell theorem Laplace principle Large deviations of Gaussian...

and individual and aggregate shocks to payoffs. Building upon Freidlin and Wentzell's (1984) theory of large deviations for continuous time-processes...