Large deviations principle for a large class of one-dimensional Markov processes (Q1930529): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:21, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations principle for a large class of one-dimensional Markov processes |
scientific article |
Statements
Large deviations principle for a large class of one-dimensional Markov processes (English)
0 references
11 January 2013
0 references
The paper studies the large deviation principle for Markov processes whose infinitesimal generator is \(\varepsilon {D_u}{D_v}\), where \(v\) and \(u\) are two strictly increasing functions, \(v\) right-continuous, \(u\) continuous, and \(0 < \varepsilon \ll 1\). These results generalize the classical large deviation results for a large class of one-dimensional strong Markov processes that can not be expressed as solutions to stochastic differential equations. Furthermore, the paper considers the problem of wavefront propagation for reaction-diffusion equations governed by a generalized operator \({D_u}{D_v}\).
0 references
large deviations principle
0 references
action functional
0 references
strong Markov processes in one dimension
0 references
wavefront propagation
0 references
reaction-diffusion equations
0 references