Local large deviation principle for Wiener process with random resetting

A. Logachov, O. Logachova, A. Yambartsev

Результат исследования: Научные публикации в периодических изданияхстатья

Аннотация

We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper, we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.

Язык оригиналаанглийский
Номер статьи2050032
ЖурналStochastics and Dynamics
DOI
СостояниеПринято в печать - 1 янв 2019

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