Article ID Journal Published Year Pages File Type
1156255 Stochastic Processes and their Applications 2009 13 Pages PDF
Abstract

For one-dimensional diffusion processes, we find an explicit necessary and sufficient condition for the large deviation principle of the occupation measures in the total variation and of local times in L1L1.

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Physical Sciences and Engineering Mathematics Mathematics (General)
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Large deviations in total variation of occupation measures of one-dimensional diffusions
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