Large deviations for vector-valued Lévy processes (Q1332318): Difference between revisions

The large deviation principle is proved for the rescaled and normalized paths of a Lévy process taking values in a separable Banach space \(B\), in the uniform topology of \(D([0,1], B)\), under an exponential integrability condition. An explicit expression for the rate function is given. Under weaker integrability conditions, large deviation results are established for Lévy processes with sample paths of bounded variation and \(B\) finite-dimensional.