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.

引用

页码：2387 / 2399

页数：13

共 27 条

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