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
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
Journal title :
Stochastic Processes and their Applications