Large deviation estimates for a Non-Markovian Lévy generator of big order
[摘要] We give large deviation estimates for a non-markovian convolution semi-group with a non-local generator of Lévy type of big order and with the standard normalisation of semi-classical analysis. No stochastic process is associated to this semi-group.
[发布日期] [发布机构] Laboratoire de Mathématiques, Université de Franche-Comté, route de Gray, Besançon; 25030, France^1
[效力级别] 数学 [学科分类]
[关键词] Large deviation estimates;Non-Markovian;Nonlocal;Normalisation;Semi-group [时效性]