Varadhan estimates for a degenerated convolution semi-group: upper bound

Autor:	Léandre, Rémi
Rok vydání:	2010
Předmět:	Mathematics - Probability 60F10 60HO7
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
Externí odkaz:	http://arxiv.org/abs/1007.0653 Zobrazit plný text záznamu View this record from Arxiv