Large deviation estimates for a Non-Markovian Levy generator of big order

Affiliation auteursAffiliation ok
TitreLarge deviation estimates for a Non-Markovian Levy generator of big order
Type de publicationConference Paper
Year of Publication2015
AuteursLeandre R
EditorVagenas EC, Vlachos DS, Suraud E, Solov'yov AV, De Padova IP, Le Lay G, Varga K
Conference Name4TH INTERNATIONAL CONFERENCE ON MATHEMATICAL MODELING IN PHYSICAL SCIENCES (IC-MSQUARE2015)
PublisherIOP PUBLISHING LTD
Conference LocationDIRAC HOUSE, TEMPLE BACK, BRISTOL BS1 6BE, ENGLAND
Résumé

We give large deviation estimates for a non-markovian convolution semi-group with a non-local generator of Levy type of big order and with the standard normalisation of semi-classical analysis. No stochastic process is associated to this semi-group.

DOI10.1088/1742-6596/633/1/012085