Large Deviations Principle for a Large Class of One-Dimensional Markov Processes

Konstantinos Spiliopoulos ()
Additional contact information
Konstantinos Spiliopoulos: Brown University

Journal of Theoretical Probability, 2012, vol. 25, issue 4, 925-949

Abstract: Abstract We study the large deviations principle for one-dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process X t in ℝ that is continuous with probability one, under some minimal regularity conditions, is governed by a generalized elliptic operator D v D u , where v and u are two strictly increasing functions, v is right-continuous and u is continuous. In this paper, we study large deviations principle for Markov processes whose infinitesimal generator is εD v D u where 0

Keywords: Large deviations principle; Action functional; Strong Markov processes in one dimension; Wavefront propagation; Reaction-diffusion equations; 60F10; 60J60; 60G17 (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-011-0345-8 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:25:y:2012:i:4:d:10.1007_s10959-011-0345-8

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-011-0345-8

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().