Large deviations for random evolutions with independent increments in a scheme of Levy approximation

Asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of the L´evy approximation is carried out. Large deviations for random evolutions in the circuit of the L´evy approximation are determined by the exponential generator for a jump p...

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Published in:Український математичний вісник
Date:2015
Main Author: Samoilenko, I.V.
Format: Article
Language:English
Published: Інститут прикладної математики і механіки НАН України 2015
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/124488
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Large deviations for random evolutions with independent increments in a scheme of Levy approximation / I.V. Samoilenko // Український математичний вісник. — 2015. — Т. 12, № 1. — С. 67-84. — Бібліогр.: 28 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Samoilenko, I.V.
author_facet Samoilenko, I.V.
citation_txt Large deviations for random evolutions with independent increments in a scheme of Levy approximation / I.V. Samoilenko // Український математичний вісник. — 2015. — Т. 12, № 1. — С. 67-84. — Бібліогр.: 28 назв. — англ.
collection DSpace DC
container_title Український математичний вісник
description Asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of the L´evy approximation is carried out. Large deviations for random evolutions in the circuit of the L´evy approximation are determined by the exponential generator for a jump process with independent increments.
first_indexed 2025-12-02T13:41:44Z
format Article
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institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
issn 1810-3200
language English
last_indexed 2025-12-02T13:41:44Z
publishDate 2015
publisher Інститут прикладної математики і механіки НАН України
record_format dspace
spelling Samoilenko, I.V.
2017-09-27T06:02:11Z
2017-09-27T06:02:11Z
2015
Large deviations for random evolutions with independent increments in a scheme of Levy approximation / I.V. Samoilenko // Український математичний вісник. — 2015. — Т. 12, № 1. — С. 67-84. — Бібліогр.: 28 назв. — англ.
1810-3200
2010 MSC. 60J55, 60B10, 60F17, 60K10.
https://nasplib.isofts.kiev.ua/handle/123456789/124488
Asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of the L´evy approximation is carried out. Large deviations for random evolutions in the circuit of the L´evy approximation are determined by the exponential generator for a jump process with independent increments.
en
Інститут прикладної математики і механіки НАН України
Український математичний вісник
Large deviations for random evolutions with independent increments in a scheme of Levy approximation
Article
published earlier
spellingShingle Large deviations for random evolutions with independent increments in a scheme of Levy approximation
Samoilenko, I.V.
title Large deviations for random evolutions with independent increments in a scheme of Levy approximation
title_full Large deviations for random evolutions with independent increments in a scheme of Levy approximation
title_fullStr Large deviations for random evolutions with independent increments in a scheme of Levy approximation
title_full_unstemmed Large deviations for random evolutions with independent increments in a scheme of Levy approximation
title_short Large deviations for random evolutions with independent increments in a scheme of Levy approximation
title_sort large deviations for random evolutions with independent increments in a scheme of levy approximation
url https://nasplib.isofts.kiev.ua/handle/123456789/124488
work_keys_str_mv AT samoilenkoiv largedeviationsforrandomevolutionswithindependentincrementsinaschemeoflevyapproximation