Large deviations for Markov bridges with jumps
type: Item
instance of: scholarly article
title: Large deviations for Markov bridges with jumps
zbMATH Open document ID: 1309.60021
author: Xiangfeng Yang
published in: Journal of Mathematical Analysis and Applications
publication date: 2014-08-29T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60G52
zbMATH DE Number: 6335741
zbMATH Keywords: Markov bridges with jumps
zbMATH Keywords: large deviation principle
zbMATH Keywords: truncated stable processes
zbMATH Keywords: duality
MaRDI profile type: Publication
full work available at URL: j.jmaa.2014.02.031
OpenAlex ID: W2043852276
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DOI: 10.1016/J.JMAA.2014.02.031
description: scientific article; zbMATH DE number 6335741