Martingale problems for large deviations of Markov processes
From MaRDI portal
Recommendations
- Large deviations for stochastic processes.
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations
- Theorems on large deviations for a family of stochastic processes converging to a Markov process
- Large deviations for additive functionals of Markov processes
Cites work
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- scientific article; zbMATH DE number 3826915 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 4047561 (Why is no real title available?)
- scientific article; zbMATH DE number 3664138 (Why is no real title available?)
- scientific article; zbMATH DE number 3778410 (Why is no real title available?)
- scientific article; zbMATH DE number 512560 (Why is no real title available?)
- scientific article; zbMATH DE number 635661 (Why is no real title available?)
- scientific article; zbMATH DE number 695950 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 194664 (Why is no real title available?)
- scientific article; zbMATH DE number 219295 (Why is no real title available?)
- scientific article; zbMATH DE number 3992575 (Why is no real title available?)
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Asymptotic evaluation of certain markov process expectations for large time, I
- Asymptotic evaluation of certain markov process expectations for large time, II
- Controlled Markov processes and viscosity solutions
- Exit probabilities and optimal stochastic control
- Fleming–Viot Processes in Population Genetics
- Large deviations of semimartingales via convergence of the predictable characteristics
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Limit theorems on large deviations for semimartingales
- Stochastic Control and Exit Probabilities of Jump Processes
- The method of stochastic exponentials for large deviations
- User’s guide to viscosity solutions of second order partial differential equations
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(17)- Geometric ergodicity in a weighted Sobolev space
- A PDE approach to large deviations in Hilbert spaces
- scientific article; zbMATH DE number 4199171 (Why is no real title available?)
- Small-time asymptotics for fast mean-reverting stochastic volatility models
- Cosh gradient systems and tilting
- The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations
- Large deviations problem for random evolution processes
- scientific article; zbMATH DE number 4126417 (Why is no real title available?)
- Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
- On asymptotically efficient simulation of large deviation probabilities
- Approximating a diffusion by a finite-state hidden Markov model
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- Large deviations of Markov chains with multiple time-scales
- Large deviations under a viewpoint of metric geometry: measure-valued process cases
- SMALL TIME ASYMPTOTICS FOR FLEMING–VIOT PROCESSES
- A general martingale approach to large noise homogenization
This page was built for publication: Martingale problems for large deviations of Markov processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1593632)
