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Large deviations for subordinated Brownian motion and applications

โœ Scribed by Gajda, Janusz; Magdziarz, Marcin


Book ID
122261494
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
376 KB
Volume
88
Category
Article
ISSN
0167-7152

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We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is a time-continuous version of Kesten and Spitzer's random wa