Large deviations for empirical measures of switching diffusion processes with small parameters
DOI10.1007/S11464-015-0486-7zbMATH Open1321.60050OpenAlexW1566531376MaRDI QIDQ2355253FDOQ2355253
Authors: Xiaocui Ma, Fubao Xi 
Publication date: 21 July 2015
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-015-0486-7
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- scientific article; zbMATH DE number 177232
Large deviations (60F10) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic stability in control theory (93E15)
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Cited In (11)
- Large deviations for multi-scale regime-switching jump diffusion systems
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- On parameter estimation for switching ergodic diffusion processes
- Title not available (Why is that?)
- Large deviation properties of the empirical measure of a metastable small noise diffusion
- Title not available (Why is that?)
- Large deviations for regime-switching diffusions with infinite delay
- Large deviations application to exit times for switched Markov processes
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
- Exponential ergodicity for regime-switching diffusion processes in total variation norm
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