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Large deviations for some poisson random integrals

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1729)

Keywords

  • Rate Function
  • Polish Space
  • Large Deviation Principle
  • Poisson Point Process
  • Large Deviation Estimation

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References

  1. D.W. Dawson and J. Gärtner (1987), Long time fluctuation of weakly interacting diffusions. Stochastics 20, pp. 247–308.

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© 2000 Springer-Verlag

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Jurek, Z.J., Wu, L. (2000). Large deviations for some poisson random integrals. In: Azéma, J., Ledoux, M., Émery, M., Yor, M. (eds) Séminaire de Probabilités XXXIV. Lecture Notes in Mathematics, vol 1729. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0103803

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  • DOI: https://doi.org/10.1007/BFb0103803

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  • Print ISBN: 978-3-540-67314-9

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