Large deviations in total variation of occupation measures of one-dimensional diffusions

DOI10.1016/j.spa.2008.12.003zbMath1170.60310OpenAlexW1968287231MaRDI QIDQ2389235

Liang Zhen Lei

Publication date: 15 July 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.12.003

zbMATH Keywords

large deviationslocal timesuniformly integrable

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Local time and additive functionals (60J55)

Related Items (1)

Large deviations for random dynamical systems and applications to hidden Markov models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
• Asymptotic normality for density kernel estimators in discrete and continuous time
• Uniqueness of Nelson's diffusions
• Eigenvalues, inequalities and ergodic theory
• Uniformly integrable operators and large deviations for Markov processes
• A deviation inequality for non-reversible Markov processes
• Self-intersection local time: critical exponent, large deviations, and laws of the iterated logarithm
• Large deviations for renormalized self-intersection local times of stable processes
• Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes
• Donsker theorems for diffusions: necessary and sufficient conditions
• Asymptotics for the wiener sausage
• Asymptotic evaluation of certain markov process expectations for large time, II
• Hardy's inequality with weights

This page was built for publication: Large deviations in total variation of occupation measures of one-dimensional diffusions