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Large deviations in total variation of occupation measures of one-dimensional diffusions
Authors:Liangzhen Lei
Affiliation:Institute of Mathematical Sciences, Capital Normal University, Beijing, China
Abstract:
For one-dimensional diffusion processes, we find an explicit necessary and sufficient condition for the large deviation principle of the occupation measures in the total variation and of local times in L1L1.
Keywords:60F10   60J55   60J60
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