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Asymptotic expansions for Laplace transforms of Markov processes - MaRDI portal

Asymptotic expansions for Laplace transforms of Markov processes (Q2405392)

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Asymptotic expansions for Laplace transforms of Markov processes
scientific article

    Statements

    title
    Asymptotic expansions for Laplace transforms of Markov processes (English)
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    author
    Xiangfeng Yang
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    publication date
    25 September 2017
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    zbMATH Keywords
    Laplace transform
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    Markov process
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    Cramér transformation
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    large deviation
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    normal deviation
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    Identifiers

    Mathematics Subject Classification ID
    60J25
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    60E10
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    60E07
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    60F10
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    zbMATH DE Number
    6779617
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    OpenAlex ID
    W2752549035
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