Large deviations in total variation of occupation measures of one-dimensional diffusions |
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Authors: | Liangzhen Lei |
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Affiliation: | Institute of Mathematical Sciences, Capital Normal University, Beijing, China |
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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 L1. |
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Keywords: | 60F10 60J55 60J60 |
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