Some problems associated with Donsker-Varadhan processes

DOI10.5802/ambp.61zbMath0864.60021OpenAlexW2335758713MaRDI QIDQ1921314

Li-ming Wu

Publication date: 3 June 1997

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_1996__3_1_189_0

zbMATH Keywords

entropyDirichlet formsDonsker-Varadhan processestau-topology

Mathematics Subject Classification ID

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

Cites Work

• On the maximum entropy principle for uniformly ergodic Markov chains
• Conservative diffusions
• Tightness results for laws of diffusion processes application to stochastic mechanics
• Introduction to the theory of (non-symmetric) Dirichlet forms
• I-divergence geometry of probability distributions and minimization problems
• Minimization of the Kullback information of diffusion processes
• Feynman-Kac semigroups, ground state diffusions, and large deviations
• Dirichlet forms and symmetric Markov processes
• On Donsker-Varadhan’s Entropy and its Application
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Variational processes and stochastic versions of mechanics
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
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