Dupuis, Paul; Lipshutz, David Large deviations for the empirical measure of a diffusion via weak convergence methods. (English) Zbl 1388.60067 Stochastic Processes Appl. 128, No. 8, 2581-2604 (2018). MSC: 60F10 60H10 60J60 PDF BibTeX XML Cite \textit{P. Dupuis} and \textit{D. Lipshutz}, Stochastic Processes Appl. 128, No. 8, 2581--2604 (2018; Zbl 1388.60067) Full Text: DOI
Varadhan, S. R. S. Collected papers. Volume III: Large deviations. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. (English) Zbl 1308.82002 Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33546-4/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). xii, 618 p. (2012). MSC: 82-06 01A75 82B31 PDF BibTeX XML Cite \textit{S. R. S. Varadhan}, Collected papers. Volume III: Large deviations. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (2012; Zbl 1308.82002)
König, Wolfgang; Salvi, Michele; Wolff, Tilman Large deviations for the local times of a random walk among random conductances. (English) Zbl 1247.60064 Electron. Commun. Probab. 17, Paper No. 10, 11 p. (2012). MSC: 60G50 05C81 60J55 60F10 PDF BibTeX XML Cite \textit{W. König} et al., Electron. Commun. Probab. 17, Paper No. 10, 11 p. (2012; Zbl 1247.60064) Full Text: DOI arXiv
Guasoni, Paolo; Robertson, Scott Portfolios and risk premia for the long run. (English) Zbl 1247.91172 Ann. Appl. Probab. 22, No. 1, 239-284 (2012). Reviewer: Antoine Jacquier (London) MSC: 91G10 62P05 91G20 PDF BibTeX XML Cite \textit{P. Guasoni} and \textit{S. Robertson}, Ann. Appl. Probab. 22, No. 1, 239--284 (2012; Zbl 1247.91172) Full Text: DOI Euclid arXiv
Takeda, Masayoshi \(L^p\)-independence of growth bounds of Feynman-Kac semigroups. (English) Zbl 1235.60103 Blath, Jochen (ed.) et al., Surveys in stochastic processes. Selected papers based on the presentations at the 33rd conference on stochastic processes and their applications, Berlin, Germany, July 27–31, 2009. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-072-2/hbk). EMS Series of Congress Reports, 201-226 (2011). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 31C25 60J35 PDF BibTeX XML Cite \textit{M. Takeda}, in: Surveys in stochastic processes. Selected papers based on the presentations at the 33rd conference on stochastic processes and their applications, Berlin, Germany, July 27--31, 2009. Zürich: European Mathematical Society (EMS). 201--226 (2011; Zbl 1235.60103) Full Text: DOI
Pinsky, Ross G. Regularity properties of the Donsker-Varadhan rate functional for non-reversible diffusions and random evolutions. (English) Zbl 1131.60019 Stoch. Dyn. 7, No. 2, 123-140 (2007). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F10 60J60 58J65 60J25 PDF BibTeX XML Cite \textit{R. G. Pinsky}, Stoch. Dyn. 7, No. 2, 123--140 (2007; Zbl 1131.60019) Full Text: DOI
Portenko, Mykola I.; Salehi, Habib; Skorokhod, Anatolii V. On large deviations for dynamical systems randomly perturbed by a fast Markov process. (English) Zbl 0988.60011 Theory Stoch. Process. 6(22), No. 1-2, 125-135 (2000). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60F10 PDF BibTeX XML Cite \textit{M. I. Portenko} et al., Theory Stoch. Process. 6(22), No. 1--2, 125--135 (2000; Zbl 0988.60011)
Schroeder, Carolyn \(I\)-projection and conditional limit theorems for discrete parameter Markov processes. (English) Zbl 0781.60024 Ann. Probab. 21, No. 2, 721-758 (1993). Reviewer: B.Kryžienė (Vilnius) MSC: 60F10 60G10 60J05 62B10 94A17 PDF BibTeX XML Cite \textit{C. Schroeder}, Ann. Probab. 21, No. 2, 721--758 (1993; Zbl 0781.60024) Full Text: DOI
Takahashi, Y. Long time asymptotics of the ratio of measures of small tubes and a large deviation result. (English) Zbl 0656.60039 Probability theory and mathematical statistics, Proc. 5th Jap.-USSR Symp., Kyoto/Jap. 1986, Lect. Notes Math. 1299, 482-491 (1988). Reviewer: J.Steinebach MSC: 60F10 60J25 PDF BibTeX XML
Kusuoka, Shigeo; Tamura, Yozo Symmetric Markov processes with mean field potentials. (English) Zbl 0638.60106 J. Fac. Sci., Univ. Tokyo, Sect. I A 34, 371-389 (1987). Reviewer: Y.Tamura MSC: 60K35 60F10 PDF BibTeX XML Cite \textit{S. Kusuoka} and \textit{Y. Tamura}, J. Fac. Sci., Univ. Tokyo, Sect. I A 34, 371--389 (1987; Zbl 0638.60106)
Fleming, W. H.; Sheu, S.-J.; Soner, H. M. A remark on the large deviations of an ergodic Markov process. (English) Zbl 0638.60036 Stochastics 22, 187-199 (1987). Reviewer: J.D.Biggins MSC: 60F10 60J25 PDF BibTeX XML Cite \textit{W. H. Fleming} et al., Stochastics 22, 187--199 (1987; Zbl 0638.60036) Full Text: DOI
Pinsky, Ross On evaluating the Donsker-Varadhan I-function. (English) Zbl 0607.60024 Ann. Probab. 13, 342-362 (1985). Reviewer: H.Hering MSC: 60F10 60J60 PDF BibTeX XML Cite \textit{R. Pinsky}, Ann. Probab. 13, 342--362 (1985; Zbl 0607.60024) Full Text: DOI
Donsker, M. D.; Varadhan, S. R. S. Asymptotic evaluation of certain Markov process expectations for large time. IV. (English) Zbl 0512.60068 Commun. Pure Appl. Math. 36, 183-212 (1983). MSC: 60J25 94A17 60G10 PDF BibTeX XML Cite \textit{M. D. Donsker} and \textit{S. R. S. Varadhan}, Commun. Pure Appl. Math. 36, 183--212 (1983; Zbl 0512.60068) Full Text: DOI
Donsker, M. D.; Varadhan, S. R. S. Some problems of large deviations. (English) Zbl 0472.60028 Stochastic differential systems, Proc. 3rd IFIP-WG 7/1 Work. Conf., Visegrad/Hung. 1980, Lect. Notes Contr. Inf. Sci. 36, 41-46 (1981). MSC: 60F10 60J65 60K35 60H10 PDF BibTeX XML
Maigret, N. Majorations de Chernoff pour des chaînes de Markov contrôlees. (French) Zbl 0397.60051 Z. Wahrscheinlichkeitstheor. Verw. Geb. 51, 133-151 (1980). MSC: 60J10 62L10 PDF BibTeX XML Cite \textit{N. Maigret}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 51, 133--151 (1980; Zbl 0397.60051) Full Text: DOI
Maigret, Nelly Majorations de Chernoff et statistique séquentielle pour des chaînes de Markov. Recurrentes au sens de Doeblin. (French) Zbl 0436.60027 Astérisque 68, 125-142 (1979). MSC: 60F10 60J05 62L10 62F05 PDF BibTeX XML
Duflo, Marie Formule de Chernoff pour des chaînes de Markov (d’apres Donsker et Varadhan). (French) Zbl 0436.60026 Astérisque 68, 99-124 (1979). MSC: 60F10 60J05 PDF BibTeX XML