Wentzel-Freidlin Estimates for an Operator of Order Four
Affiliation auteurs | Affiliation ok |
Titre | Wentzel-Freidlin Estimates for an Operator of Order Four |
Type de publication | Conference Paper |
Year of Publication | 2014 |
Auteurs | Leandre R |
Editor | Akhgar B, Arabnia HR |
Conference Name | 2014 INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE AND COMPUTATIONAL INTELLIGENCE (CSCI), VOL 1 |
Publisher | American Council Sci & Educ |
Conference Location | 345 E 47TH ST, NEW YORK, NY 10017 USA |
ISBN Number | 978-1-4799-3009-8 |
Résumé | We adapt the classical proof of Wentzel-Freidlin estimates for jump processes to the case of an operator of order four. In such a case the generated semi-group is not Markovian. The different rescaling for the considered operator are standard in the theory of semi-classical asymptotics of Maslov and his school [1]. But instead to get precise estimates, we produce large deviation estimates. |
DOI | 10.1109/CSCI.2014.68 |