local large deviation principle
Recently Published Documents


TOTAL DOCUMENTS

4
(FIVE YEARS 0)

H-INDEX

0
(FIVE YEARS 0)

2019 ◽  
Vol 20 (05) ◽  
pp. 2050032
Author(s):  
A. Logachov ◽  
O. Logachova ◽  
A. Yambartsev

We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper, we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.


2018 ◽  
Vol 54 (3) ◽  
pp. 263-280
Author(s):  
N. D. Vvedenskaya ◽  
A. V. Logachov ◽  
Yu. M. Suhov ◽  
A. A. Yambartsev

Sign in / Sign up

Export Citation Format

Share Document