Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation

DOI10.1007/s10958-015-2547-6zbMath1330.60050arXiv1112.6239OpenAlexW1684642441MaRDI QIDQ904544

Igor V. Samoilenko

Publication date: 13 January 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.6239

zbMATH Keywords

singular perturbationlarge deviationsjump processpiecewise deterministic Markov processindependent incrementsrandom evolutionsLévy approximationnonlinear exponential generator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10)

Related Items (1)

Large deviations problem for random evolution processes

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