Large deviations of local times of Lévy processes

DOI10.1023/A:1007866713661zbMath0968.60027OpenAlexW40050253MaRDI QIDQ1592278

Robert Blackburn

Publication date: 2 September 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007866713661

zbMATH Keywords

Lévy processeslarge deviationslocal time

Mathematics Subject Classification ID

Large deviations (60F10) Local time and additive functionals (60J55)

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