We consider a sequence of processes Xn(t) defined on the half-line 0 ≤ t < ∞, n = 1, 2, . . .. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with metric ρκ(f, g) = sup t≥0 |f(t) − g(t)|1 + t 1+κ, κ ≥ 0. LDP is established for Random Walks and Diffusions defined on the half-line. LDP in this space is “more precise" than that with the usual metric of uniform convergence on compacts
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Useful descriptions of stochastic models are often provided when they are represented as functions o...
Useful descriptions of stochastic models are often provided when they are represented as functions o...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
Abstract. We obtain necessary and sufficient conditions in the Large Deviation Principle for random ...
. The large deviation principle (LDP) is known to hold for partial sums U--processes of real-valued ...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Large Deviations concern about giving sharp logarithmic asymptotics as $\varepsilon \to 0$ for the p...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
textabstractLet $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain samp...
We show that the large deviation principle with respect to the weak topology holds for the empirical...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Useful descriptions of stochastic models are often provided when they are represented as functions o...
Useful descriptions of stochastic models are often provided when they are represented as functions o...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
Abstract. We obtain necessary and sufficient conditions in the Large Deviation Principle for random ...
. The large deviation principle (LDP) is known to hold for partial sums U--processes of real-valued ...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Let X be a Levy process with regularly varying Levy measure ν. We obtain sample-path large deviation...
Large Deviations concern about giving sharp logarithmic asymptotics as $\varepsilon \to 0$ for the p...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
textabstractLet $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain samp...
We show that the large deviation principle with respect to the weak topology holds for the empirical...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Useful descriptions of stochastic models are often provided when they are represented as functions o...
Useful descriptions of stochastic models are often provided when they are represented as functions o...