Long time asymptotics of unbounded additive functionals of Markov processes

DOI10.1214/17-EJP104zbMath1386.60101OpenAlexW2766365568MaRDI QIDQ1689835

Fu Qing Gao

Publication date: 18 January 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejp/1509501717

zbMATH Keywords

perturbation theorymoderate deviationadditive functionallong time asymptoticshypercontractivity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbation theory of linear operators (47A55) Large deviations (60F10) Local time and additive functionals (60J55)

Related Items (9)

Deviation properties for linear self-attracting diffusion process and applications ⋮ Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process ⋮ Limit theorems for additive functionals of path-dependent SDEs ⋮ Moderate deviations for lattice gases with mixing conditions ⋮ Moderate deviations of density-dependent Markov chains ⋮ Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs ⋮ Spectral gap for measure-valued diffusion processes ⋮ Moderate deviations for nonhomogeneous Markov chains ⋮ Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes

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