Large deviations for empirical measures of switching diffusion processes with small parameters

DOI10.1007/S11464-015-0486-7zbMath1321.60050OpenAlexW1566531376MaRDI QIDQ2355253

Xiaocui Ma, Fu-bao Xi

Publication date: 21 July 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-015-0486-7

zbMATH Keywords

large deviationsempirical measuresswitching diffusion processes

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Diffusion processes (60J60) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Exponential ergodicity for regime-switching diffusion processes in total variation norm ⋮ Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory

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