Large deviation of some infinite-dimensional markov processes∗

DOI10.1080/17442508808833488MaRDI QIDQ3777158zbMATH OpenOpenAlexFDO

Authors Tzuu-Shuh Chiang, S. J. Sheu

Publication date 1988

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508808833488

zbMATH Keywords

large deviation principleOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25)

Recommendations

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Cites work

• Asymptotic evaluation of certain markov process expectations for large time. IV
• On the lower bound of large deviation of random walks
• Stationary Stochastic Processes. (MN-8)

Cited in

(13)

• Large deviations for almost Markovian processes
• Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
• Large deviations principle for a large class of one-dimensional Markov processes
• Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process
• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• scientific article; zbMATH DE number 3947314 (Why is no real title available?)
• Precise large deviations for Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 168146 (Why is no real title available?)
• On the ornstein—uhlenbeck process
• scientific article; zbMATH DE number 847787 (Why is no real title available?)
• scientific article; zbMATH DE number 892034 (Why is no real title available?)
• Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes

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