scientific article; zbMATH DE number 5635433

MaRDI QIDQ3645899zbMATH OpenFDO

Authors Adina Oprisan, A. Korzeniowski

Publication date 18 November 2009

zbMATH Keywords

large deviations principlerate functionLaplace principleSkorokhod metricweak convergence approachfamily of coupled Markov processeLegandr-Fenchel transform

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(2)

• Large deviations application to exit times for switched Markov processes
• Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation

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