Variational principles for asymptotic variance of general Markov processes

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

zbMATH Keywords

comparison theoremMarkov processasymptotic variancesemi-Dirichlet formvariational formulamean exit time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Dirichlet form methods in Markov processes (60J46)

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