Asymptotic expansions for Laplace transforms of Markov processes

DOI10.1016/j.jmaa.2017.08.041zbMath1378.60102OpenAlexW2752549035MaRDI QIDQ2405392

Xiangfeng Yang

Publication date: 25 September 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.08.041

zbMATH Keywords

Laplace transformlarge deviationMarkov processnormal deviationCramér transformation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Continuous-time Markov processes on general state spaces (60J25) Characteristic functions; other transforms (60E10) Large deviations (60F10)

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On a type of superlinear growth variational problems

Cites Work

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