Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging
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Publication:2516018
DOI10.1515/rose-2014-0034zbMath1321.60052MaRDI QIDQ2516018
Publication date: 7 August 2015
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2014-0034
singular perturbation; Markov process; large deviations; random evolutions; Lévy approximation; nonlinear exponential generator
60G51: Processes with independent increments; Lévy processes
60G60: Random fields
60F10: Large deviations
60B10: Convergence of probability measures
60F17: Functional limit theorems; invariance principles
60G46: Martingales and classical analysis
60J55: Local time and additive functionals
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