REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS

DOI10.1142/S0219493707001998zbMath1131.60019OpenAlexW1990278693MaRDI QIDQ3595334

Ross G. Pinsky

Publication date: 10 August 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493707001998

zbMATH Keywords

large deviationsrate functionrandom evolutionsI-function

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (2)

Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations ⋮ Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure

Cites Work

• The I-function for diffusion processes with boundaries
• On evaluating the Donsker-Varadhan I-function
• Functional Integration and Partial Differential Equations. (AM-109)
• Asymptotic evaluation of certain markov process expectations for large time, I
• On the principal eigenvalue of second-order elliptic differential operators

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