A remark on the large deviations of an ergodic markov process

DOI10.1080/17442508708833473MaRDI QIDQ3779513zbMATH OpenOpenAlexWikidataFDO

Authors Wendell Fleming, S. J. Sheu, H. Mete Soner

Publication date 1987

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508708833473

zbMATH Keywords

linearizationoccupation measureergodic Markov processDonsker-Varadhan result

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• An introduction to the theory of large deviations
• Asymptotic evaluation of certain Markov process expectations for large time—III
• On Large Deviations from the Invariant Measure
• Stochastic control and principal eigenvaluet^†

Cited in

(12)

• On evaluating the Donsker-Varadhan I-function
• Large deviations for the empirical measure of a diffusion via weak convergence methods
• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
• Nonequilibrium Markov processes conditioned on large deviations
• Large deviations for small noise diffusions over long time
• Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
• Large deviation lower bounds for additive functionals of Markov processes
• Markov process large deviations in \(\tau\)-topology
• Variational and optimal control representations of conditioned and driven processes
• Large Deviations for Additive Functionals of Reflected Jump-Diffusions
• scientific article; zbMATH DE number 4072032 (Why is no real title available?)
• scientific article; zbMATH DE number 177232 (Why is no real title available?)

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