Uniformly integrable operators and large deviations for Markov processes

DOI10.1006/jfan.1999.3544zbMath0957.60032OpenAlexW2088811292MaRDI QIDQ1567415

Li-ming Wu

Publication date: 18 March 2001

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1999.3544

zbMATH Keywords

spectral gaplarge deviationsGirsanov formulaFeynman-Kac formulacompact operatorshypercontractivityuniformly integrable operatorsPerron-Frobenius theorems

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Large deviations (60F10) Transition functions, generators and resolvents (60J35) Applications of operator theory in probability theory and statistics (47N30)

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