Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging
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Publication:2516018
DOI10.1515/rose-2014-0034zbMath1321.60052OpenAlexW2316414070MaRDI QIDQ2516018
Publication date: 7 August 2015
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2014-0034
singular perturbationMarkov processlarge deviationsrandom evolutionsLévy approximationnonlinear exponential generator
Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Large deviations (60F10) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Martingales and classical analysis (60G46) Local time and additive functionals (60J55)
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