REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS

DOI10.1142/S0219493707001998zbMATH Open1131.60019OpenAlexW1990278693MaRDI QIDQ3595334FDOQ3595334

Authors: Ross G. Pinsky 

Publication date: 10 August 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493707001998

Recommendations

• Large deviations for the empirical measure of a diffusion via weak convergence methods
• Large deviations of empirical measures of diffusions in weighted topologies
• A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus
• The rate function of hypoelliptic diffusions
• Large deviation principle for additive functionals of semi-Markov processes

zbMATH Keywords

large deviationsrate functionrandom evolutionsI-function

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Asymptotic evaluation of certain markov process expectations for large time, I
• Functional Integration and Partial Differential Equations. (AM-109)
• On the principal eigenvalue of second-order elliptic differential operators
• The I-function for diffusion processes with boundaries
• On evaluating the Donsker-Varadhan I-function

Cited In (7)

• Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations
• Large deviations of empirical measures of diffusions in weighted topologies
• Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure
• The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process
• On Donsker-Varadhan’s Entropy and its Application
• The rate function of hypoelliptic diffusions
• Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations

This page was built for publication: REGULARITY PROPERTIES OF THE DONSKER–VARADHAN RATE FUNCTIONAL FOR NON-REVERSIBLE DIFFUSIONS AND RANDOM EVOLUTIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3595334)