Martingale problems for large deviations of Markov processes

Stochastic Processes and their Applications

Volumn 81, Issue 2, 1999, Pages 165-216

  Feng, Jin ^a,b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

Control theory; Large deviations; Markov processes; Martingale problem; Viscosity solutions

Indexed keywords

EID: 0033147724     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00104-5     Document Type: Article

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