Varadhan estimates for a degenerated convolution semi-group: upper bound

Details Varadhan estimates for a degenerated convolution semi-group: upper bound Varadhan estimates for a degenerated convolution semi-group: upper bound

2010-07-05

arxiv.org/abs/1007.0653v1

Mathematics

Probability

Scientific paper

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.

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