Large deviations for random evolutions with independent increments in a scheme of Levy approximation
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Large deviations for random evolutions with independent increments in a scheme of Levy approximation
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| Creator |
Samoilenko, I.V.
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| 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.
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| Date |
2017-09-27T06:02:11Z
2017-09-27T06:02:11Z 2015 |
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| Type |
Article
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| Identifier |
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. http://dspace.nbuv.gov.ua/handle/123456789/124488 |
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| Language |
en
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| Relation |
Український математичний вісник
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| Publisher |
Інститут прикладної математики і механіки НАН України
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