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

DOI10.1137/1127025zbMath0508.60060OpenAlexW2099838427MaRDI QIDQ4746606

Alexander D. Wentzell

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1137/1127025

zbMATH Keywords

infinite exponential momentsMarkov processes on a manifold

Mathematics Subject Classification ID

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

Related Items (4)

Large deviations for Poisson random measures and processes with independent increments ⋮ Large deviations for Markov processes with discontinuous statistics. II: Random walks ⋮ Moderate deviations for recursive stochastic algorithms ⋮ Moderate deviations-based importance sampling for stochastic recursive equations

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