THE RATE-FUNCTION FOR SOME MEASURE-VALUED JUMP-PROCESSES

Authors
DJEHICHE B KAJ I
Citation
B. Djehiche et I. Kaj, THE RATE-FUNCTION FOR SOME MEASURE-VALUED JUMP-PROCESSES, Annals of probability, 23(3), 1995, pp. 1414-1438
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
23
Issue
3
Year of publication
1995
Pages
1414 - 1438
Database
ISI
SICI code
0091-1798(1995)23:3<1414:TRFSMJ>2.0.ZU;2-L
Abstract
A principle of large deviations from the McKean-Vlasov Limit is derive d for a class of measure-valued jump processes. It is shown that the a ssociated rate function admits several representations, including the one obtained by entropy methods and the one derived by a pathwise appr oach.