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MDP for integral functionals of fast and slow processes with averaging

Guillin, Arnaud; Lipster, Robert (2005), MDP for integral functionals of fast and slow processes with averaging, Stochastic Processes and their Applications, 115, 7, p. 1187-1207. http://dx.doi.org/10.1016/j.spa.2005.02.008

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Type
Article accepté pour publication ou publié
Date
2005
Journal name
Stochastic Processes and their Applications
Volume
115
Number
7
Publisher
Elsevier
Pages
1187-1207
Publication identifier
Metadata
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Author(s)
Guillin, Arnaud
Lipster, Robert
Subjects / Keywords
Moderate deviations; Poisson equation; Puhalskii theorem