THE UPPER BOUND ESTIMATE OF LARGE DEVIATION FOR INHOMOGENEOUS MARKOV PROCESSES
Citation：
Lu Yungang.THE UPPER BOUND ESTIMATE OF LARGE DEVIATION FOR INHOMOGENEOUS MARKOV PROCESSES[J].Chinese Annals of Mathematics B,1989,10(1):115~131
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Authors：
Lu Yungang;
Foundation：
The work is supported by the Scientific Fundation from the Chinese Academy of Sciences.
Abstract：
In this paper, the Feynmann-Kac formula is extended to the inhomogeneous case. Using the extended formula, the author studies the upper bound estimate of large deviation for some class of inhomogenous Markov processes. The results in the paper can beconsidered as a generalization of the homogeneous ones.
