Exit-Problem for a Class of Non-Markov Processes With Path Dependency: A List of Notations

The paper contains number of technical results. To make them more reader-friendly, we present here a list of notions


This content originally appeared on HackerNoon and was authored by Class Path

Abstract and 1 Introduction

1.1 State of the art

1.2 Some remarks on dynamics and initial condition

1.3 Outline of the paper

1.4 List of notations

2 Large Deviation Principle

2.1 Establishing the LDP for the SID

2.2 Results related to the LDP

2.3 Compactness results

3 Exit-time

3.1 Auxiliary results

3.2 Proof of the main theorem

3.3 Proofs of auxiliary lemmas

4 Generalization and References

1.4 List of notations

The paper contains number of technical results. To make them more reader-friendly, we present here a list of notions that are used later in the paper.

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\ All the equations in the paper are meant to hold a.s. unless stated otherwise.

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:::info This paper is available on arxiv under CC BY-SA 4.0 DEED license.

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:::info Authors:

(1) Ashot Aleksian, Université Jean Monnet, Institut Camille Jordan, 23, rue du docteur Paul Michelon, CS 82301, 42023 Saint-Étienne Cedex 2, France;

(2) Aline Kurtzmann, Université de Lorraine, CNRS, Institut Elie Cartan de Lorraine UMR 7502, Vandoeuvre-lès-Nancy, F-54506, France;

(3) Julian Tugaut, Université Jean Monnet, Institut Camille Jordan, 23, rue du docteur Paul Michelon, CS 82301, 42023 Saint-Étienne Cedex 2, France.

:::

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This content originally appeared on HackerNoon and was authored by Class Path


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