scientific article; zbMATH DE number 5635433

zbMATH Open1191.60034MaRDI QIDQ3645899FDOQ3645899

Authors: Adina Oprisan, A. Korzeniowski 

Publication date: 18 November 2009

Title of this publication is not available (Why is that?)

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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)

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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