Large Deviations for Additive Functionals of Symmetric Stable Processes

Masayoshi Takeda ()
Additional contact information
Masayoshi Takeda: Tohoku University

Journal of Theoretical Probability, 2008, vol. 21, issue 2, 336-355

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

Keywords: Large deviation; Symmetric stable process; Additive functional; Dirichlet form; 60J45; 60J40; 35J10 (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-007-0111-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:21:y:2008:i:2:d:10.1007_s10959-007-0111-0

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-007-0111-0

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().