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arXiv 1007.0653math.PR
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Varadhan estimates for a degenerated convolution semi-group: upper bound

Rémi Léandre

英文摘要:

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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