The I-function for diffusion processes with boundaries

DOI10.1214/aop/1176992902zbMath0576.60071OpenAlexW2015338150MaRDI QIDQ1064672

Ross G. Pinsky

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992902

zbMATH Keywords

large deviationsdiffusion processes with boundaries

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

Related Items (6)

Large deviations for the empirical measure of a diffusion via weak convergence methods ⋮ Hypercontractivity Estimates for Nonselfadjoint Diffusion Semigroups ⋮ REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS ⋮ Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure ⋮ Run-and-tumble motion: the role of reversibility ⋮ Large deviations of currents in diffusions with reflective boundaries

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