Large deviation estimate of transition densities for jump processes

DOI10.1016/S0246-0203(97)80121-5zbMath0877.60055OpenAlexW2058096271WikidataQ126407979 ScholiaQ126407979MaRDI QIDQ1359050

Yasushi Ishikawa

Publication date: 6 November 1997

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_2_179_0

zbMATH Keywords

large deviationtransition densityJump processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10)

Related Items (2)

Large deviations for Markov bridges with jumps ⋮ Density estimate in small time for jump processes with singular Lévy measures

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