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

被引：1
|
作者：
Lei, Liangzhen [1 ]
机构：
[1] Capital Normal Univ, Inst Math Sci, Beijing, Peoples R China
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2009年 / 119卷 / 07期
关键词：
Large deviations; Local times; Uniformly integrable; KERNEL DENSITY ESTIMATOR; INEQUALITY; L-1(R-D);
D O I：
10.1016/j.spa.2008.12.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2008 Elsevier B.V. All rights reserved.
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页码：2387 / 2399
页数：13
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