On evaluating the rate function of large deviations for jump processes
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Cites work
- scientific article; zbMATH DE number 4159811 (Why is no real title available?)
- scientific article; zbMATH DE number 3818812 (Why is no real title available?)
- scientific article; zbMATH DE number 3734886 (Why is no real title available?)
- An introduction to the theory of large deviations
- Asymptotic evaluation of certain markov process expectations for large time, I
- Coupling for jump processes
- On evaluating the Donsker-Varadhan I-function
- On the principal eigenvalue of second-order elliptic differential operators
- On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals
Cited in
(5)- On the large deviation rate function for the empirical measures of reversible jump Markov processes
- The rate function for some measure-valued jump processes
- Large deviation of long time average for a stochastic process: an alternative method
- Coupling, spectral gap and related topics. III
- On evaluating the Donsker-Varadhan I-function
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