Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem (Q4368900): Difference between revisions

Latest revision as of 09:02, 28 May 2024

scientific article; zbMATH DE number 1098724

Language	Label	Description	Also known as
English	Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem	scientific article; zbMATH DE number 1098724

Statements

instance of

scholarly article

0 references

title

Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem (English)

0 references

author

Anatolii A. Puhalskii

0 references

published in

Stochastics and Stochastic Reports

0 references

publication date

12 May 1998

0 references

zbMATH Keywords

large deviation principle

0 references

exponential tightness

0 references

semimartingales

0 references

predictable characteristics

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/17442509708834121

0 references

0 references

0 references

0 references

Large deviations for diffusion processes with homogenization and applications

0 references

Q5560061

0 references

Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces

0 references

Q5658888

0 references

Q4692653

0 references

Identifying a large deviation rate function

0 references

Q5691540

0 references

Large deviations for Markov processes with discontinuous statistics. II: Random walks

0 references

Large deviations for Markov processes with discontinuous statistics. I: General upper bounds

0 references

Q3969647

0 references

Large deviations for a general class of random vectors

0 references

0 references

0 references

0 references

0 references

On Large Deviations from the Invariant Measure

0 references

Q3959169

0 references

Q3774629

0 references

Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞)

0 references

Large deviations for processes with independent increments

0 references

Q3027479

0 references

Q5512462

0 references

Some generalizations of wentzell's lower estimates on large deviations

0 references

Large Deviations for Trajectories of Multi-Dimensional Random Walks

0 references

Large deviations for processes with independent increments

0 references

Random capacities and their distributions

0 references

Sequences of capacities, with connections to large-deviation theory

0 references

Compactness in the theory of large deviations

0 references

The method of stochastic exponentials for large deviations

0 references

Large deviation analysis of the single server queue

0 references

Laws of the iterated logarithm and large deviations for a class of diffusionl processes

0 references

Asymptotic probabilities and differential equations

0 references

Narrow and vague convergence of set functions

0 references

Some Useful Functions for Functional Limit Theorems

0 references

Identifiers

zbMATH Open document ID

0890.60025

0 references

DOI

10.1080/17442509708834121

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4368900

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442509708834121
+Normal rank
@@ Property / OpenAlex ID @@
+W1999845980
@@ Property / OpenAlex ID: W1999845980 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4355981
@@ Property / cites work: Q4355981 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4395229
@@ Property / cites work: Q4395229 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4304869
@@ Property / cites work: Q4304869 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for diffusion processes with homogenization and applications
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
+Normal rank
@@ Property / cites work @@
+Q5658888
@@ Property / cites work: Q5658888 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692653
@@ Property / cites work: Q4692653 / rank @@
+Normal rank
@@ Property / cites work @@
+Identifying a large deviation rate function
@@ Property / cites work: Identifying a large deviation rate function / rank @@
+Normal rank
@@ Property / cites work @@
+Q5691540
@@ Property / cites work: Q5691540 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for Markov processes with discontinuous statistics. II: Random walks
+Normal rank
@@ Property / cites work @@
+Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for a general class of random vectors
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5565773
@@ Property / cites work: Q5565773 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3672830
@@ Property / cites work: Q3672830 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086525
@@ Property / cites work: Q4086525 / rank @@
+Normal rank
@@ Property / cites work @@
+On Large Deviations from the Invariant Measure
@@ Property / cites work: On Large Deviations from the Invariant Measure / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞)
+Normal rank
@@ Property / cites work @@
+Large deviations for processes with independent increments
+Normal rank
@@ Property / cites work @@
+Q3027479
@@ Property / cites work: Q3027479 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512462
@@ Property / cites work: Q5512462 / rank @@
+Normal rank
@@ Property / cites work @@
+Some generalizations of wentzell's lower estimates on large deviations
+Normal rank
@@ Property / cites work @@
+Large Deviations for Trajectories of Multi-Dimensional Random Walks
+Normal rank
@@ Property / cites work @@
+Large deviations for processes with independent increments
+Normal rank
@@ Property / cites work @@
+Random capacities and their distributions
@@ Property / cites work: Random capacities and their distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Sequences of capacities, with connections to large-deviation theory
+Normal rank
@@ Property / cites work @@
+Compactness in the theory of large deviations
@@ Property / cites work: Compactness in the theory of large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+The method of stochastic exponentials for large deviations
+Normal rank
@@ Property / cites work @@
+Large deviation analysis of the single server queue
+Normal rank
@@ Property / cites work @@
+Laws of the iterated logarithm and large deviations for a class of diffusionl processes
+Normal rank
@@ Property / cites work @@
+Asymptotic probabilities and differential equations
+Normal rank
@@ Property / cites work @@
+Narrow and vague convergence of set functions
@@ Property / cites work: Narrow and vague convergence of set functions / rank @@
+Normal rank
@@ Property / cites work @@
+Some Useful Functions for Functional Limit Theorems
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4368900