Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).
Gulinsky, O.V. ; Liptser, R.S. ; Lototsky, S.V.
Journal of Applied Mathematics and Stochastic Analysis, Tome 7 (1994), p. 423-436 / Harvested from The Electronic Library of Mathematics
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Publié le : 1994-01-01
DOI : https://doi.org/10.1155/S1048953394000341
EUDML-ID : urn:eudml:doc:47223 
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     title = {Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {7},
     year = {1994},
     pages = {423-436},
     doi = {10.1155/S1048953394000341},
     zbl = {0819.60030},
     language = {en},
     url = {http://dml.mathdoc.fr/item/00722523}
}

Gulinsky, O.V.; Liptser, R.S.; Lototsky, S.V. Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).. Journal of Applied Mathematics and Stochastic Analysis, Tome 7 (1994) pp. 423-436. doi : 10.1155/S1048953394000341. http://gdmltest.u-ga.fr/item/00722523/