scientific article; zbMATH DE number 5066261

MaRDI QIDQ5493544zbMATH OpenFDO

Authors Bernard Delyon, Anatoly Judisty, R. Liptser

Publication date 23 October 2006

Full work available at URL https://arxiv.org/abs/math/0503071

zbMATH Keywords

Poisson equationstochastic exponential

Mathematics Subject Classification ID

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

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• Examples of moderate deviation principle for diffusion processes
• On the smoothness of an invariant measure of a Markov chain with respect to a parameter.
• Moderate deviations for stationary sequences of bounded random variables
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