The upper bound estimate of large deviation for inhomogeneous Markov processes (Q1825510)
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scientific article; zbMATH DE number 4121127
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| English | The upper bound estimate of large deviation for inhomogeneous Markov processes |
scientific article; zbMATH DE number 4121127 |
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The upper bound estimate of large deviation for inhomogeneous Markov processes (English)
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1989
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The paper is devoted to finding the upper bound estimates of large deviations for the class of non-homogeneous Markov processes. Both cases, discrete and continuous time processes are treated. The author has established an analogue of the Feynman-Kac formula for the case of non- homogeneous processes and then applies this formula to solve the above problem.
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upper bound estimates of large deviations
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Feynman-Kac formula
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0.8257393836975098
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0.8086462616920471
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0.7826581597328186
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