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

Large deviations in total variation of occupation measures of one-dimensional diffusions
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一维扩散占据测度的总变异偏差较大

DOI:
10.1016/j.spa.2008.12.003
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发表时间:
2009
期刊:
影响因子:
--
通讯作者:
Liangzhen Lei
Liangzhen Lei
中科院分区:
--
文献类型:
--
作者:
Liangzhen Lei

文献摘要

相似文献

对于一维扩散过程,我们发现了一个显式的必要和充分条件的大偏差原则的占领措施的总变差和当地的时间在L1。
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 L1.