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

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title

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

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author

Anatolii A. Puhalskii

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published in

Stochastics and Stochastic Reports

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publication date

12 May 1998

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zbMATH Keywords

large deviation principle

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exponential tightness

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semimartingales

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predictable characteristics

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/17442509708834121

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Large deviations for diffusion processes with homogenization and applications

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Q5560061

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

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Q5658888

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Q4692653

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Identifying a large deviation rate function

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Q5691540

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

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

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Q3969647

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Large deviations for a general class of random vectors

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0 references

0 references

0 references

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On Large Deviations from the Invariant Measure

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Q3959169

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Q3774629

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

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Large deviations for processes with independent increments

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Q3027479

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Q5512462

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Some generalizations of wentzell's lower estimates on large deviations

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Large Deviations for Trajectories of Multi-Dimensional Random Walks

0 references

Large deviations for processes with independent increments

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Random capacities and their distributions

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Sequences of capacities, with connections to large-deviation theory

0 references

Compactness in the theory of large deviations

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The method of stochastic exponentials for large deviations

0 references

Large deviation analysis of the single server queue

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

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Asymptotic probabilities and differential equations

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Narrow and vague convergence of set functions

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Some Useful Functions for Functional Limit Theorems

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Identifiers

zbMATH Open document ID

0890.60025

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DOI

10.1080/17442509708834121

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
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+Normal rank
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+Identifying a large deviation rate function
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+Normal rank
@@ Property / cites work @@
+Q5691540
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+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 @@
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+Normal rank
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+Normal rank
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@@ Property / cites work @@
+On Large Deviations from the Invariant Measure
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@@ 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