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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| Опубліковано в: : | Український математичний вісник |
|---|---|
| Дата: | 2015 |
| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут прикладної математики і механіки НАН України
2015
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/124488 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-124488 |
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dspace |
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Large deviations for random evolutions with independent increments in a scheme of Levy approximation |
| spellingShingle |
Large deviations for random evolutions with independent increments in a scheme of Levy approximation Samoilenko, I.V. |
| title_short |
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_sort |
large deviations for random evolutions with independent increments in a scheme of levy approximation |
| author |
Samoilenko, I.V. |
| author_facet |
Samoilenko, I.V. |
| publishDate |
2015 |
| language |
English |
| container_title |
Український математичний вісник |
| publisher |
Інститут прикладної математики і механіки НАН України |
| format |
Article |
| 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.
|
| issn |
1810-3200 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/124488 |
| 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. |
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AT samoilenkoiv largedeviationsforrandomevolutionswithindependentincrementsinaschemeoflevyapproximation |
| first_indexed |
2025-12-02T13:41:44Z |
| last_indexed |
2025-12-02T13:41:44Z |
| _version_ |
1850862678255337472 |