Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem (Q4368900)
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scientific article; zbMATH DE number 1098724
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| English | Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem |
scientific article; zbMATH DE number 1098724 |
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Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem (English)
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12 May 1998
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large deviation principle
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exponential tightness
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semimartingales
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predictable characteristics
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0.9104612469673156
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0.8443303108215332
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0.8253031969070435
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0.8156455755233765
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