Large deviations for impulsive processes in the scheme of the Lévy approximation

DOI10.1090/S0094-9000-2014-00925-4zbMath1329.60057MaRDI QIDQ2923406

Igor V. Samoilenko

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

large deviationsjump processLévy approximationimpulsive processexponential nonlinear operator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Large deviations (60F10) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Martingales and classical analysis (60G46) Local time and additive functionals (60J55)

Related Items (1)

Large deviations problem for random evolution processes

Cites Work

• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
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