The $I$-Function for Diffusion Processes with Boundaries
Pinsky, Ross
Ann. Probab., Tome 13 (1985) no. 4, p. 676-692 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The Donsker-Varadhan $I$-Function which measures the asymptotic rate of decay of the distribution of the occupation measure of a Markov process is evaluated for diffusion processes with boundaries.
Publié le : 1985-08-14
Classification:  Diffusion processes with boundaries,  large deviations,  60J60,  60F10 
@article{1176992902,
     author = {Pinsky, Ross},
     title = {The $I$-Function for Diffusion Processes with Boundaries},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 676-692},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992902}
}

Pinsky, Ross. The $I$-Function for Diffusion Processes with Boundaries. Ann. Probab., Tome 13 (1985) no. 4, pp.  676-692. http://gdmltest.u-ga.fr/item/1176992902/