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
Link To Document :
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