Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion

DOI10.1007/978-3-319-03512-3_12zbMath1322.60016MaRDI QIDQ2946093

Igor V. Samoilenko, Vladimir S. Korolyuk

Publication date: 16 September 2015

Published in: Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-03512-3_12

zbMATH Keywords

Markov process; large deviations; random evolutions; asymptotically small diffusion

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J65: Brownian motion

60J60: Diffusion processes

60F10: Large deviations

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