LARGE DEVIATIONS FOR VECTOR-VALUED LEVY PROCESSES

被引：56
|
作者：
DEACOSTA, A
机构：
[1] Department of Mathematics, Case Western Reserve University, Cleveland, OH 44106-7058
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 51卷 / 01期
关键词：
VECTOR-VALUED LEVY PROCESS; LARGE DEVIATIONS; LEVY PROCESS WITH SAMPLE PATHS OF BOUNDED VARIATION;
D O I：
10.1016/0304-4149(94)90020-5
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：
The large deviation principle is proved for the rescaled and normalized paths of a Levy process taking values in a separable Banach space B, in the uniform topology of D([0, 1], B), under an exponential integrability condition. Other results are obtained when this condition does not hold.
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页码：75 / 115
页数：41
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