Title :
Wentzel-Freidlin Estimates for an Operator of Order Four
Author_Institution :
Lab. de Math., Univ. de Franche-Comte, Besancon, France
Abstract :
We adapt the classical proof of Wentzel-Freidlin estimates for jump processes to the case of an operator of order four. The different rescaling for the considered operator are standard in the theory of semi-classical asymptotics of Maslov and his school. But instead to get precise estimates, we produce large deviation estimates.
Keywords :
differential equations; stochastic processes; Wentzel-Freidlin estimates; jump process; large deviation estimate; semi-classical asymptotics; Context; Equations; Generators; Geometry; Presses; Standards; Upper bound; Semi-classical analysis. Large deviations. Operator of order four;
Conference_Titel :
Computational Science and Computational Intelligence (CSCI), 2014 International Conference on
Conference_Location :
Las Vegas, NV
DOI :
10.1109/CSCI.2014.68
