Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}

DOI10.1214/EJP.v8-154zbMath1064.60044MaRDI QIDQ1767499

Paul Dupuis, Amarjit Budhiraja

Publication date: 8 March 2005

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

Full work available at URL: https://eudml.org/doc/124727

zbMATH Keywords

stabilityMarkov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10)

Related Items (5)

Large deviations for the empirical measure of a diffusion via weak convergence methods ⋮ \(L^p\)-independence of spectral bounds of Schrödinger type semigroups ⋮ Hidden geometry of bidirectional grid-constrained stochastic processes ⋮ Large Deviations for Additive Functionals of Reflected Jump-Diffusions ⋮ Large deviations of currents in diffusions with reflective boundaries

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