Large deviations for Markov bridges with jumps

DOI10.1016/J.JMAA.2014.02.031MaRDI QIDQ402947zbMATHOpenAlexFDO

Authors Xiangfeng Yang

Publication date 29 August 2014

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.2014.02.031

zbMATH Keywords

dualitylarge deviation principleMarkov bridges with jumpstruncated stable processes

Mathematics Subject Classification ID

Large deviations (60F10) Stable stochastic processes (60G52)

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Cites work

• scientific article; zbMATH DE number 1232408 (Why is no real title available?)
• scientific article; zbMATH DE number 1239549 (Why is no real title available?)
• scientific article; zbMATH DE number 503432 (Why is no real title available?)
• scientific article; zbMATH DE number 2022585 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• Aronson's estimates and conditional diffusion processes
• Brownian bridges on Riemannian manifolds
• Large deviation estimate of transition densities for jump processes
• Large deviations and the Malliavin calculus
• Large deviations and the Strassen theorem in Hölder norm
• Malliavin calculus for stable processes on homogeneous groups
• Markovian bridges and reversible diffusion processes with jumps
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• Reciprocal processes

Cited in

(9)

• Markov Bridges, Bisection and Variance Reduction
• Markovian bridges and reversible diffusion processes with jumps
• On sharp large deviations for the bridge of a general diffusion
• Large deviations for Brownian bridges with prescribed terminal densities
• Bridges of Markov counting processes: quantitative estimates
• Fluctuations of bridges, reciprocal characteristics and concentration of measure
• On the large deviation principle of generalized Brownian bridges
• Large deviations for Bernstein bridges
• Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

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