Large deviation estimate of transition densities for jump processes (Q1359050)
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English | Large deviation estimate of transition densities for jump processes |
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Large deviation estimate of transition densities for jump processes (English)
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6 November 1997
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The author gives asymptotic upper and lower bounds of deviation type for the transition density of a jump type process on \(\mathbb R^d\), which is composed of stable-like processes on the line and vector field on \(\mathbb R^d\). To do this he uses the theory of Malliavin calculus both for diffusion and for jump type processes. In the case where there is no drift, the upper and lower bounds coincide.
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Jump processes
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large deviation
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transition density
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