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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| Date: | 2015 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут прикладної математики і механіки НАН України
2015
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| Series: | Український математичний вісник |
| 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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