Large deviations for Markov bridges with jumps

DOI10.1016/J.JMAA.2014.02.031zbMATH Open1309.60021OpenAlexW2043852276MaRDI QIDQ402947FDOQ402947

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

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zbMATH Keywords

dualitylarge deviation principleMarkov bridges with jumpstruncated stable processes

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (9)

• On the large deviation principle of generalized Brownian bridges
• Large deviations for Bernstein bridges
• Fluctuations of bridges, reciprocal characteristics and concentration of measure
• Markov Bridges, Bisection and Variance Reduction
• On sharp large deviations for the bridge of a general diffusion
• Bridges of Markov counting processes: quantitative estimates
• Title not available (Why is that?)
• Markovian bridges and reversible diffusion processes with jumps
• Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

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