Large deviations in total variation of occupation measures of one-dimensional diffusions

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:119

Article

Lei, Liangzhen

关键词: Large deviations;    Local times;    Uniformly integrable;   

DOI  :  10.1016/j.spa.2008.12.003

来源: Elsevier

【 摘 要 】

For one-dimensional diffusion processes, we find an explicit necessary and sufficient condition for the large deviation principle of the occupation measures in the total variation and of local times in L-1. (C) 2008 Elsevier B.V. All rights reserved.

【 授权许可】

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