On Donsker and Varadhan's asymptotic evaluation without compactness

DOI10.1007/BF01883889zbMath0566.60030OpenAlexW2009989244MaRDI QIDQ1059328

Min-ping Qian, Martin L. Silverstein

Publication date: 1984

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01883889

zbMATH Keywords

Feller semigroupone-dimensional diffusionDonsker and Varadhan limit relationtime changed Brownian motion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10)

Cites Work

• Unnamed Item
• On boundaries and lateral conditions for the Kolmogorov differential equations
• Symmetric Markov processes
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain Markov process expectations for large time—III

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