Large deviations for jump Markov processes

MaRDI QIDQ5201201zbMATH OpenFDO

Authors Mariana Sibiceanu

Publication date 12 April 2006

zbMATH Keywords

large deviation principledissipative operatorexponential tightnessNisio semigroup corresponding to a control problem

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Right processes (60J40)

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Cited in

(17)

• Large deviations for multi-scale regime-switching jump diffusion systems
• Large deviations for Markov bridges with jumps
• Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
• An Asymptotic Theory of Large Deviations for Markov Jump Processes
• Large deviations for processes in random environments with jumps
• scientific article; zbMATH DE number 60272 (Why is no real title available?)
• Law of large numbers and central limit theorem for a class of pure jump Markov process
• scientific article; zbMATH DE number 799933 (Why is no real title available?)
• Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps
• Large deviations for Markov jump processes in periodic and locally periodic environments
• scientific article; zbMATH DE number 847812 (Why is no real title available?)
• Large deviations for Markov processes with mean field interaction and unbounded jumps
• scientific article; zbMATH DE number 3982214 (Why is no real title available?)
• On evaluating the rate function of large deviations for jump processes
• Large Deviations with Diminishing Rates
• Large deviations for SPDEs of jump type
• Large deviations for Markov jump processes with uniformly diminishing rates

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