Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).
International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 423.
Voir la notice de l'article dans European Digital Mathematics Library
DOI :
10.1155/S1048953394000341
Classification :
60F10
Mots-clés : large deviation principle, additive functionals, empirical measures
Mots-clés : large deviation principle, additive functionals, empirical measures
@article{10_1155_S1048953394000341, author = {Gulinsky, O.V. and Liptser, R.S. and Lototsky, S.V.}, title = {Large deviations for unbounded additive functionals of a {Markov} process with discrete time (noncompact case).}, journal = {International Journal of Stochastic Analysis}, pages = {423}, publisher = {mathdoc}, volume = {7}, number = {3}, year = {1994}, doi = {10.1155/S1048953394000341}, zbl = {0819.60030}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000341/} }
TY - JOUR AU - Gulinsky, O.V. AU - Liptser, R.S. AU - Lototsky, S.V. TI - Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case). JO - International Journal of Stochastic Analysis PY - 1994 SP - 423 VL - 7 IS - 3 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000341/ DO - 10.1155/S1048953394000341 LA - en ID - 10_1155_S1048953394000341 ER -
%0 Journal Article %A Gulinsky, O.V. %A Liptser, R.S. %A Lototsky, S.V. %T Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case). %J International Journal of Stochastic Analysis %D 1994 %P 423 %V 7 %N 3 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000341/ %R 10.1155/S1048953394000341 %G en %F 10_1155_S1048953394000341
Gulinsky, O.V.; Liptser, R.S.; Lototsky, S.V. Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).. International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 423. doi : 10.1155/S1048953394000341. https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000341/
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