Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups

DOI10.1214/07-AOP371zbMath1157.60022arXiv0707.4469OpenAlexW3099683379MaRDI QIDQ948739

Naresh C. Jain, Nicolai V. Krylov

Publication date: 20 October 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.4469

zbMATH Keywords

Markov processeslarge deviationsoccupation times

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Large deviations (60F10) Markov processes (60J99)

Related Items (4)

Large deviation principle of occupation measures for non-linear monotone SPDEs ⋮ Upper escape rate of Markov chains on weighted graphs ⋮ Large deviations for renewal processes ⋮ Upper escape rate for weighted graphs via metric graphs

Cites Work

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• Asymptotic evaluation of certain markov process expectations for large time. IV
• Asymptotic evaluation of certain markov process expectations for large time, I
• On a large deviation for symmetric markov processes with finite life time

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