AbstractThe large deviation principle is proved for the rescaled and normalized paths of a Lévy 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
We study sample path large deviations for L\xc3\xa9vy processes and random walks with heavy-tailed j...
AbstractThe large deviation principle is known to hold for the empirical measures (occupation times)...
We study sample-path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path larg...
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...
AbstractWe present a method for proving the large-deviation principle for processes with paths in th...
We consider the measure-valued processes in a super-Brownian random medium in the Dawson-Fleischmann...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
The paper concerns itself with establishing large deviation principles for a sequence of stochastic ...
We study sample path large deviations for L\xc3\xa9vy processes and random walks with heavy-tailed j...
AbstractThe large deviation principle is known to hold for the empirical measures (occupation times)...
We study sample-path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path larg...
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...
AbstractWe present a method for proving the large-deviation principle for processes with paths in th...
We consider the measure-valued processes in a super-Brownian random medium in the Dawson-Fleischmann...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
The paper concerns itself with establishing large deviation principles for a sequence of stochastic ...
We study sample path large deviations for L\xc3\xa9vy processes and random walks with heavy-tailed j...
AbstractThe large deviation principle is known to hold for the empirical measures (occupation times)...
We study sample-path large deviations for Lévy processes and random walks with heavy-tailed jump-siz...
DOI
Add to ORKG