Asymptotic evaluation of certain markov process expectations for large time, II

DOI10.1002/cpa.3160280206zbMath0348.60031OpenAlexW2136144249MaRDI QIDQ4118557

M. D. Donsker, Srinivasa R. S. Varadhan

Publication date: 1975

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160280206

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Large deviations (60F10)

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