Large deviation estimate of transition densities for jump processes
type: Item
instance of: scholarly article
title: Large deviation estimate of transition densities for jump processes
zbMATH Open document ID: 0877.60055
DOI: 10.1016/S0246-0203(97)80121-5
author: Yasushi Ishikawa
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1997-11-06T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77565
review text: The author gives asymptotic upper and lower bounds of deviation type for the transition density of a jump type process on \(\mathbb R^d\), which is composed of stable-like processes on the line and vector field on \(\mathbb R^d\). To do this he uses the theory of Malliavin calculus both for diffusion and for jump type processes. In the case where there is no drift, the upper and lower bounds coincide.
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1026237
zbMATH Keywords: Jump processes
zbMATH Keywords: large deviation
zbMATH Keywords: transition density
reviewed by: Jai Heui Kim
MaRDI profile type: Publication
Wikidata QID: Q126407979
OpenAlex ID: W2058096271
description: scientific article; zbMATH DE number 1026237