Large deviations problem for random evolution processes
DOI10.1090/tpms/996zbMath1357.60032MaRDI QIDQ2960460
Igor V. Samoilenko, Vladimir S. Korolyuk
Publication date: 9 February 2017
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/996
large deviations; asymptotically small diffusion; Lévy approximation; random evolution processes; exponential nonlinear generator
60G51: Processes with independent increments; Lévy processes
60G60: Random fields
60J60: Diffusion processes
60F10: Large deviations
60F17: Functional limit theorems; invariance principles
60J55: Local time and additive functionals
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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