Large deviations for Markov bridges with jumps

DOI10.1016/j.jmaa.2014.02.031zbMath1309.60021OpenAlexW2043852276MaRDI QIDQ402947

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

Related Items (4)

Large deviations for Bernstein bridges ⋮ Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ Unnamed Item ⋮ On the large deviation principle of generalized Brownian bridges

Cites Work

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• Large deviations and the Malliavin calculus
• Brownian bridges on Riemannian manifolds
• Large deviations and the Strassen theorem in Hölder norm
• Aronson's estimates and conditional diffusion processes
• Large deviation estimate of transition densities for jump processes
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• Markovian bridges and reversible diffusion processes with jumps
• Malliavin calculus for stable processes on homogeneous groups
• Reciprocal processes

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