Large deviations estimates for Poisson processes estimate the logarithm of rare events associated to a Poisson process which has more and more jump which are smaller and smaller. In stochastic analysis, they are valid...Large deviations estimates for Poisson processes estimate the logarithm of rare events associated to a Poisson process which has more and more jump which are smaller and smaller. In stochastic analysis, they are valid on the whole path space. Asoociated to this jump process is a Markov semi-group. We translate in semi group theory the proof of Wentzel-Freidlin for these estimates by translating in semi-group theory some basical tools of stochastic analysis as the exponential martingales of stochastic analysis. These Wentzel-Freidlin estimates （upper-bound） are only true for the semi-group.展开更多
文摘Large deviations estimates for Poisson processes estimate the logarithm of rare events associated to a Poisson process which has more and more jump which are smaller and smaller. In stochastic analysis, they are valid on the whole path space. Asoociated to this jump process is a Markov semi-group. We translate in semi group theory the proof of Wentzel-Freidlin for these estimates by translating in semi-group theory some basical tools of stochastic analysis as the exponential martingales of stochastic analysis. These Wentzel-Freidlin estimates （upper-bound） are only true for the semi-group.
