Gradient perturbations of the sum of two fractional Laplacians

Autor

  • Karol Szczypkowski

Słowa kluczowe:

Fractional Laplacian, transition density, gradient perturbations

Abstrakt

In this paper we present asymptotic results for exit probabilities of stochastic processes in the fashion of large deviations. The main result concerns stochastic processes which satisfy the large deviation principle with an integral type rate function. We also present results for exit probabilities of linear diffusions and particular growth processes, and we give two examples.

Pobrania

Opublikowane

2012-03-20

Numer

Dział

Artykuły [1035]