Large deviations of semimartingales via convergence of the predictable characteristics (Q4849121): Difference between revisions

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Latest revision as of 16:27, 23 May 2024

scientific article; zbMATH DE number 800428
Language Label Description Also known as
English
Large deviations of semimartingales via convergence of the predictable characteristics
scientific article; zbMATH DE number 800428

    Statements

    Large deviations of semimartingales via convergence of the predictable characteristics (English)
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    26 November 1995
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    semimartingales
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    predictable characteristics
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    large deviation principle
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    Skorokhod topology
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    weak convergence for rate functions
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    Identifiers