Large deviations estimates for Poisson processes estimate the logarithm of rare events associated to a Poisson process which has more and more jump which are smaller and smaller. In stochastic analysis, they are valid...Large deviations estimates for Poisson processes estimate the logarithm of rare events associated to a Poisson process which has more and more jump which are smaller and smaller. In stochastic analysis, they are valid on the whole path space. Asoociated to this jump process is a Markov semi-group. We translate in semi group theory the proof of Wentzel-Freidlin for these estimates by translating in semi-group theory some basical tools of stochastic analysis as the exponential martingales of stochastic analysis. These Wentzel-Freidlin estimates （upper-bound） are only true for the semi-group.展开更多
We give a proof in semi-group theory based on the Malliavin Calculus of Bismut type in semi-group theory and Wentzel-Freidlin estimates in semi-group of our result giving an expansion of an hypoelliptic heat-kernel ou...We give a proof in semi-group theory based on the Malliavin Calculus of Bismut type in semi-group theory and Wentzel-Freidlin estimates in semi-group of our result giving an expansion of an hypoelliptic heat-kernel outside the cut-locus where Bismut’s non-degeneray condition plays a preominent role.展开更多
文摘Large deviations estimates for Poisson processes estimate the logarithm of rare events associated to a Poisson process which has more and more jump which are smaller and smaller. In stochastic analysis, they are valid on the whole path space. Asoociated to this jump process is a Markov semi-group. We translate in semi group theory the proof of Wentzel-Freidlin for these estimates by translating in semi-group theory some basical tools of stochastic analysis as the exponential martingales of stochastic analysis. These Wentzel-Freidlin estimates （upper-bound） are only true for the semi-group.
文摘We give a proof in semi-group theory based on the Malliavin Calculus of Bismut type in semi-group theory and Wentzel-Freidlin estimates in semi-group of our result giving an expansion of an hypoelliptic heat-kernel outside the cut-locus where Bismut’s non-degeneray condition plays a preominent role.
