The $I$-Function for Diffusion Processes with Boundaries

Ross Pinsky

doi:10.1214/aop/1176992902

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Home > Journals > Ann. Probab. > Volume 13 > Issue 3 > Article

August, 1985 The $I$-Function for Diffusion Processes with Boundaries

Ross Pinsky

Ann. Probab. 13(3): 676-692 (August, 1985). DOI: 10.1214/aop/1176992902

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Abstract

The Donsker-Varadhan $I$-Function which measures the asymptotic rate of decay of the distribution of the occupation measure of a Markov process is evaluated for diffusion processes with boundaries.

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Ross Pinsky. "The $I$-Function for Diffusion Processes with Boundaries." Ann. Probab. 13 (3) 676 - 692, August, 1985. https://doi.org/10.1214/aop/1176992902