Exponential asymptotics for intersection local times of stable processes and random walks

DOI10.1016/j.anihpb.2004.09.006zbMath1077.60027OpenAlexW2052252867MaRDI QIDQ2567145

Xia Chen, Jay S. Rosen

Publication date: 29 September 2005

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_2005__41_5_901_0

zbMATH Keywords

local timessymmetric stable processesFeynman-Kac type large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

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