On Evaluating the Rate Function of Large Deviations for Jump Processes

On Evaluating the Rate Function of Large Deviations for Jump Processes

Chen Mufa, Lu Yungang

Journal of Computational Mathematics ›› 1990, Vol. 6 ›› Issue (3) : 206-219.

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中国科学院数学与系统科学研究院期刊网

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Journal of Computational Mathematics ›› 1990, Vol. 6 ›› Issue (3) : 206-219. DOI: 10.1007/BF02108200

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On Evaluating the Rate Function of Large Deviations for Jump Processes

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 1990, 6(3): 206-219 https://doi.org/10.1007/BF02108200

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