Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion

DOI10.1007/S11253-010-0384-9zbMATH Open1224.60225OpenAlexW2005983144MaRDI QIDQ3076532FDOQ3076532

Authors: V. S. Korolyuk 

Publication date: 22 February 2011

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-010-0384-9

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zbMATH Keywords

singular perturbationasymptotically small diffusionMarkov random evolutionproblem of large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)

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