On a large deviation for symmetric markov processes with finite life time
DOI10.1080/17442509608834086zbMATH Open0868.60018OpenAlexW2005634032MaRDI QIDQ4332228FDOQ4332228
Authors: Masayoshi Takeda 
Publication date: 18 August 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509608834086
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Cited In (11)
- Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups
- A tightness property of a symmetric Markov process and the uniform large deviation principle
- Title not available (Why is that?)
- Large deviation for pinned covering diffusion.
- Large deviation principles for generalized Feynman-Kac functionals and its applications
- A large deviation principle for symmetric Markov processes with Feynman-Kac functional
- \(L^p\)-independence of spectral bounds of Feynman-Kac semigroups by continuous additive functionals
- Conditional gaugeability and subcriticality of generalized Schrödinger operators
- Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processes
- Excursions of Markov processes: a large deviation approach
- Some variational formulas on additive functionals of symmetric Markov chains
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