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Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectations for large times

Part of the Lecture Notes in Mathematics book series (LNM,volume 451)

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References

  1. Donsker, M.D. and Varadhan, S.R.S., Asymptotic Evaluation of Certain Wiener Integrals for large time, Proceeding of the International Conference on Integration in function spaces, Clarendon Press, Oxford, 1974

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© 1975 Springer-Verlag

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Donsker, M.D., Varadhan, S.R.S. (1975). Large deviations for Markov processes and the asymptotic evaluation of certain Markov process expectations for large times. In: Pinsky, M.A. (eds) Probabilistic Methods in Differential Equations. Lecture Notes in Mathematics, vol 451. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068580

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  • DOI: https://doi.org/10.1007/BFb0068580

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