| Article ID: | iaor1997264 |
| Country: | United States |
| Volume: | 7 |
| Issue: | 3 |
| Start Page Number: | 423 |
| End Page Number: | 436 |
| Publication Date: | Jul 1994 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Gulinskii O.V., Lipster R.S., Lototskii S.V. |
The authors combine the Donsker and Varadhan large deviation principle (l.d.p.) for the occupation measure of a Markov process with certain results of Deuschel and STroock, to obtain the l.d.p. for unbounded functionals. The approach relies on the concept of exponential tightness and on the Puhalskii theorem. Three illustrative examples are considered.