On large deviations of Markov processes with discontinuous statistics
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Cited in
(17)- A Review of Some Recent Work on Discontinuous Markoff Processes with Applications to Biology, Physics and Actuarial Science
- Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
- Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets
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- Large deviations of a modified Jackson network: stability and rough asymptotics
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- Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
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- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
- Large deviation principle for one-dimensional SDEs with discontinuous coefficients
- Large deviations for processes with discontinuous statistics
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- On large deviations in load sharing networks
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