Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. III

DOI10.1137/1124083zbMath0447.60024OpenAlexW4241385055MaRDI QIDQ3893046

A. D. Ventsel

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124083

zbMATH Keywords

large deviationscontinuity of the characteristics

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Large deviations for Poisson random measures and processes with independent increments ⋮ Large deviations from classical paths. Hamiltonian flows as classical limits of quantum flows ⋮ Moderate deviations-based importance sampling for stochastic recursive equations

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