Large deviation estimate of transition densities for jump processes (Q1359050)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 1026237
Language Label Description Also known as
default for all languages
No label defined
    English
    Large deviation estimate of transition densities for jump processes
    scientific article; zbMATH DE number 1026237

      Statements

      Large deviation estimate of transition densities for jump processes (English)
      0 references
      0 references
      6 November 1997
      0 references
      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.
      0 references
      Jump processes
      0 references
      large deviation
      0 references
      transition density
      0 references
      0 references

      Identifiers