scientific article; zbMATH DE number 826151

MaRDI QIDQ4858538zbMATH OpenFDO

Authors Raymond Viard

Publication date 14 August 1996

zbMATH Keywords

Markov chainMalliavin calculuslarge deviationsstochastic difference equations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(4)

• Calcul de Malliavin et probabilité invariante d'une chaîne de Markov. (Malliavin calculus and invariant measure of a Markov chain)
• Asymptotic expansions of the invariant density of a Markov process with a small parameter
• On the smoothness of an invariant measure of a Markov chain with respect to a parameter.
• Malliavin calculus and regularity of the density of an invariant probability for a Markov chain

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