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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

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

Information

Published: October, 1990
First available in Project Euclid: 19 April 2007

zbMATH: 0718.60022
MathSciNet: MR1071818
Digital Object Identifier: 10.1214/aop/1176990641

Subjects:
Primary: 60F10
Secondary: 60J05 , 60J60

Keywords: attractors , large deviations , Random perturbations

Rights: Copyright © 1990 Institute of Mathematical Statistics

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Vol.18 • No. 4 • October, 1990
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