Asymptotic evaluation of certain markov process expectations for large time, I

DOI10.1002/CPA.3160280102zbMath0323.60069OpenAlexW4243316134WikidataQ56002347 ScholiaQ56002347MaRDI QIDQ4086533

Srinivasa R. S. Varadhan

Publication date: 1975

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160280102

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Cites Work

• Asymptotic probabilities and differential equations

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