Rough Limit Theorems on Large Deviations for Markov Stochastic Processes, II

DOI10.1137/1121062MaRDI QIDQ4134626zbMATH OpenOpenAlexFDO

Authors A. D. Ventsel

Publication date 1976

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1121062

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(8)

• Large deviations from classical paths. Hamiltonian flows as classical limits of quantum flows
• Large deviations for Poisson random measures and processes with independent increments
• Some Large Deviations Results in Markov Fluid Models
• Moderate deviations-based importance sampling for stochastic recursive equations
• A path integral approach to data structure evolution
• The influence of demographic stochasticity on evolutionary dynamics and stability
• Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models
• scientific article; zbMATH DE number 3844787 (Why is no real title available?)

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