Martingale problems for large deviations of Markov processes

DOI10.1016/S0304-4149(98)00104-5zbMath0962.60008MaRDI QIDQ1593632

Jin Feng

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov processes; large deviations; control theory; viscosity solutions; martingale problem

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G44: Martingales with continuous parameter

60F10: Large deviations

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