Large deviations for processes with discontinuous statistics
نویسندگان
چکیده
منابع مشابه
On Large Deviations of Markov Processes 1 with Discontinuous
This paper establishes a process-level large deviations principle for Markov processes in the Euclidean space with a discontinuity in the transition mechanism along a hyper-plane. The transition mechanism of the process is assumed to be continuous on one closed halfspace, and also continuous on the complementary open halfspace. Similar results were recently obtained for discrete time processes ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2005
ISSN: 0091-1798
DOI: 10.1214/009117905000000189