Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for Markov-modulated diffusion processes with rapid switching |
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Large deviations for Markov-modulated diffusion processes with rapid switching (English)
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20 April 2016
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large deviations
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diffusion processes
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Markov modulation
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stochastic exponentials
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occupation measure
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