Exponential asymptotics for intersection local times of stable processes and random walks

نویسندگان

  • Xia Chen
  • Jay Rosen
چکیده

We study large deviations for intersection local times of p independent d-dimensional symmetric stable processes of index β, under the condition p(d − β) < d. Our approach is based on FeynmanKac type large deviations, moment computations and some techniques from probability in Banach spaces.

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تاریخ انتشار 2005