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