Varadhan estimates for a degenerated convolution semi-group: upper bound
Autor: | Léandre, Rémi |
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Rok vydání: | 2010 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | We give a proof of Varadhan estimates for a degenerated jump process with independent increments with more and more jumps which become smaller and smaller. The proof uses the Malliavin Calculus of Bismut type for jump process in semi-group theory and Wentzel-Freidlin estimates for jump process in semi-group theory. |
Databáze: | arXiv |
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