A Discrete-Time Version of the Wentzell-Friedlin Theory

Yuri Kifer

doi:10.1214/aop/1176990641

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Home > Journals > Ann. Probab. > Volume 18 > Issue 4 > Article

October, 1990 A Discrete-Time Version of the Wentzell-Friedlin Theory

Yuri Kifer

Ann. Probab. 18(4): 1676-1692 (October, 1990). DOI: 10.1214/aop/1176990641

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Abstract

We present a version of the Wentzell-Freidlin theory for Markov chains which includes random perturbations not only of deterministic motions but also of Markov chains. Some results for the continuous-time case are obtained as corollaries. In particular, by this method one can treat random perturbations of degenerate diffusions even when the large deviations principle fails.

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Yuri Kifer. "A Discrete-Time Version of the Wentzell-Friedlin Theory." Ann. Probab. 18 (4) 1676 - 1692, October, 1990. https://doi.org/10.1214/aop/1176990641