The Rate Function for Some Measure-Valued Jump Processes
Djehiche, Boualem ; Kaj, Ingemar
Ann. Probab., Tome 23 (1995) no. 3, p. 1414-1438 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
A principle of large deviations from the McKean-Vlasov limit is derived for a class of measure-valued jump processes. It is shown that the associated rate function admits several representations, including the one obtained by entropy methods and the one derived by a pathwise approach.
Publié le : 1995-07-14
Classification:  McKean-Vlasov limit,  large deviations,  measure-valued processes,  weak interaction,  Orlicz space,  epidemic process,  60J75,  60F10,  60G57,  60K35 
@article{1176988190,
     author = {Djehiche, Boualem and Kaj, Ingemar},
     title = {The Rate Function for Some Measure-Valued Jump Processes},
     journal = {Ann. Probab.},
     volume = {23},
     number = {3},
     year = {1995},
     pages = { 1414-1438},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988190}
}

Djehiche, Boualem; Kaj, Ingemar. The Rate Function for Some Measure-Valued Jump Processes. Ann. Probab., Tome 23 (1995) no. 3, pp.  1414-1438. http://gdmltest.u-ga.fr/item/1176988190/