On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649): Difference between revisions

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+A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
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+Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
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+Some familiar examples for which the large deviation principle does not hold
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+Q4391441
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+Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage
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+Asymptotic arbitrage and large deviations
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+Growth Optimal Investment with Transaction Costs
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+Asymptotic arbitrage in large financial markets
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+Spectral theory and limit theorems for geometrically ergodic Markov processes
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+Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
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+Markov Chains and Stochastic Stability
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+Asymptotic arbitrage and numéraire portfolios in large financial markets
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