Large deviations for additive functionals of symmetric stable processes

Masayoshi Takeda

doi:10.1007/s10959-007-0111-0

Large deviations for additive functionals of symmetric stable processes

Masayoshi Takeda

SCI - Mathematics

Research output: Contribution to journal › Article › peer-review

18 Citations (Scopus)

Abstract

We establish the large deviation principle for additive functionals of symmetric α-stable processes employing the Gärtner-Ellis theorem.

Original language	English
Pages (from-to)	336-355
Number of pages	20
Journal	Journal of Theoretical Probability
Volume	21
Issue number	2
DOIs	https://doi.org/10.1007/s10959-007-0111-0
Publication status	Published - 2008 Jun 1

Keywords

Additive functional, Dirichlet form
Large deviation
Symmetric stable process

ASJC Scopus subject areas

Statistics and Probability
Mathematics(all)
Statistics, Probability and Uncertainty

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10.1007/s10959-007-0111-0

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