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
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