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zbMath1191.60034MaRDI QIDQ3645899

Andrzej Korzeniowski, Adina Oprisan

Publication date: 18 November 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

rate function large deviations principle Laplace principle Skorokhod metric weak convergence approach family of coupled Markov processe Legandr-Fenchel transform

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Convergence of probability measures (60B10)

Related Items (1)

Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation

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