Wentzel-Freidlin estimates for jump processes in semi-group theory: upper bound

MaRDI QIDQ2999585zbMATH OpenFDO

Authors Rémi Léandre

Publication date 16 May 2011

Full work available at URL https://arxiv.org/abs/1005.4893

zbMATH Keywords

integro-differential operatorlarge deviationlower boundMalliavin Calculussemi groupsymbol

Mathematics Subject Classification ID

Heat equation (35K05) One-parameter semigroups and linear evolution equations (47D06) Integro-differential operators (47G20) Large deviations (60F10)

Abstract: We give a translation in semi-group theory of Wentzel-Freidlin estimates for Poisson process. We consider the case of the upper bound.

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Cited in

(4)

• Large deviations estimates in semi-group theory
• Some generalizations of wentzell's lower estimates on large deviations
• A criterium for the strict positivity of the density of the law of a Poisson process
• Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory

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