Martingale problems for large deviations of Markov processes (Q1593632)

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scientific article; zbMATH DE number 1554311
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English
Martingale problems for large deviations of Markov processes
scientific article; zbMATH DE number 1554311

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    Martingale problems for large deviations of Markov processes (English)
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    17 January 2001
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    large deviations
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    martingale problem
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    Markov processes
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    control theory
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    viscosity solutions
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