Martingale problems for large deviations of Markov processes
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Publication:1593632
DOI10.1016/S0304-4149(98)00104-5zbMath0962.60008MaRDI QIDQ1593632
Publication date: 17 January 2001
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60J25: Continuous-time Markov processes on general state spaces
60G44: Martingales with continuous parameter
60F10: Large deviations
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