scientific article; zbMATH DE number 5066261

zbMATH Open1103.60027arXivmath/0503071MaRDI QIDQ5493544FDOQ5493544

Authors: Bernard Delyon, Anatoly Judisty, R. Liptser 

Publication date: 23 October 2006

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

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Poisson equationstochastic exponential

Mathematics Subject Classification ID

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

Cited In (6)

• Title not available (Why is that?)
• Deviation inequalities for separately Lipschitz functionals of iterated random functions
• 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 deviation for Lipschitzian additive functional of Markov processes
• Moderate deviations for stationary sequences of bounded random variables

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