Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).

Gulinsky, O.V., Liptser, R.S., and 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 7.3 (1994): 423-436. <http://eudml.org/doc/47223>.

@article{Gulinsky1994,
author = {Gulinsky, O.V., Liptser, R.S., Lototsky, S.V.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {large deviation principle; additive functionals; empirical measures},
language = {eng},
number = {3},
pages = {423-436},
publisher = {Hindawi Publishing Corporation, New York},
title = {Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).},
url = {http://eudml.org/doc/47223},
volume = {7},
year = {1994},
}

TY - JOUR
AU - Gulinsky, O.V.
AU - Liptser, R.S.
AU - Lototsky, S.V.
TI - Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case).
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1994
PB - Hindawi Publishing Corporation, New York
VL - 7
IS - 3
SP - 423
EP - 436
LA - eng
KW - large deviation principle; additive functionals; empirical measures
UR - http://eudml.org/doc/47223
ER -