Martingale problems for large deviations of Markov processes

Posted on:1997-01-14

Degree:Ph.D

Type:Dissertation

University:The University of Wisconsin - Madison

Candidate:Feng, Jin

Full Text:PDF

GTID:1460390014981777

Subject:Mathematics

Abstract/Summary:

artingale problems provide a powerful tool for characterizing Markov processes, especially in addressing convergence issues (see for example Ethier and Kurta(1986)). Assuming...

Keywords/Search Tags:

Markov

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