Large deviation estimates for a Non-Markovian Lévy generator of big order

4th International Conference on Mathematical Modeling in Physical Sciences

物理学;数学

Léandre, Rémi^1

Laboratoire de Mathématiques, Université de Franche-Comté, route de Gray, Besançon

25030, France^1

关键词: Large deviation estimates;    Non-Markovian;    Nonlocal;    Normalisation;    Semi-group;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/633/1/012085/pdf
DOI  :  10.1088/1742-6596/633/1/012085

来源: IOP

【 摘 要 】

We give large deviation estimates for a non-markovian convolution semi-group with a non-local generator of Lévy type of big order and with the standard normalisation of semi-classical analysis. No stochastic process is associated to this semi-group.