A remark on the large deviations of an ergodic markov process

DOI10.1080/17442508708833473zbMATH Open0638.60036OpenAlexW2008610755WikidataQ57636092 ScholiaQ57636092MaRDI QIDQ3779513FDOQ3779513

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

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zbMATH Keywords

linearizationoccupation measureergodic Markov processDonsker-Varadhan result

Mathematics Subject Classification ID

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

Cites Work

• An introduction to the theory of large deviations
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Title not available (Why is that?)
• On Large Deviations from the Invariant Measure
• Stochastic control and principal eigenvaluet^†

Cited In (12)

• Large Deviations for Additive Functionals of Reflected Jump-Diffusions
• Title not available (Why is that?)
• Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
• Title not available (Why is that?)
• Large deviations for small noise diffusions over long time
• Large deviations for the empirical measure of a diffusion via weak convergence methods
• Large deviation lower bounds for additive functionals of Markov processes
• Variational and optimal control representations of conditioned and driven processes
• Nonequilibrium Markov processes conditioned on large deviations
• Markov process large deviations in \(\tau\)-topology
• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
• On evaluating the Donsker-Varadhan I-function

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