On evaluating the Donsker-Varadhan I-function
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Publication:1085515
DOI10.1214/aop/1176992995zbMath0607.60024OpenAlexW2095176726MaRDI QIDQ1085515
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992995
Related Items (10)
Conditioning diffusion processes with respect to the local time at the origin ⋮ Large deviations for the empirical measure of a diffusion via weak convergence methods ⋮ Large deviations and stochastic flows of diffeomorphisms ⋮ The large-maturity smile for the Stein-Stein model ⋮ Universal excursion and bridge shapes in ABBM/CIR/Bessel processes ⋮ REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS ⋮ On evaluating the rate function of large deviations for jump processes ⋮ Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure ⋮ On the large deviation rate function for the empirical measures of reversible jump Markov processes ⋮ Large deviations of currents in diffusions with reflective boundaries
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