Martingale problems for large deviations of Markov processes
type: Item
instance of: scholarly article
title: Martingale problems for large deviations of Markov processes
zbMATH Open document ID: 0962.60008
DOI: 10.1016/S0304-4149(98)00104-5
author: Jin Feng
published in: Stochastic Processes and their Applications
publication date: 2001-01-17T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 1554311
zbMATH Keywords: large deviations
zbMATH Keywords: martingale problem
zbMATH Keywords: Markov processes
zbMATH Keywords: control theory
zbMATH Keywords: viscosity solutions
MaRDI profile type: Publication
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full work available at URL: s0304-4149(98)00104-5
OpenAlex ID: W2006712105
description: scientific article; zbMATH DE number 1554311