Variational principles for asymptotic variance of general Markov processes
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Publication:2690111
DOI10.1007/s10114-022-1226-zOpenAlexW3169035902WikidataQ114228355 ScholiaQ114228355MaRDI QIDQ2690111
Tao Wang, Lu-Jing Huang, Yong Hua Mao
Publication date: 15 March 2023
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.00324
comparison theoremMarkov processasymptotic variancesemi-Dirichlet formvariational formulamean exit time
Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Dirichlet form methods in Markov processes (60J46)
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