Varadhan estimates for a degenerated convolution semi-group: upper bound
Probability
2010-07-06 v1
Abstract
We give a proof of Varadhan estimates for a degenerated jump process with independent increments with more and more jumps which become smaller and smaller. The proof uses the Malliavin Calculus of Bismut type for jump process in semi-group theory and Wentzel-Freidlin estimates for jump process in semi-group theory.
Keywords
Cite
@article{arxiv.1007.0653,
title = {Varadhan estimates for a degenerated convolution semi-group: upper bound},
author = {Rémi Léandre},
journal= {arXiv preprint arXiv:1007.0653},
year = {2010}
}