• Title of article

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

  • Author/Authors

    Lei، نويسنده , , Liangzhen، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    13
  • From page
    2387
  • To page
    2399
  • Abstract
    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 .
  • Keywords
    Large deviations , local times , Uniformly integrable
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2009
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578153