Large deviation of some infinite-dimensional markov processes∗

DOI10.1080/17442508808833488zbMath0637.60036OpenAlexW2070866031MaRDI QIDQ3777158

Tzuu-Shuh Chiang, Shuenn-Jyi 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

Ornstein-Uhlenbeck processlarge deviation principle

Mathematics Subject Classification ID

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

Related Items (1)

Large deviations for almost Markovian processes

Cites Work

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

This page was built for publication: Large deviation of some infinite-dimensional markov processes^∗