An extension of the contraction principle

DOI10.1023/B:JOTP.0000020701.20424.D8MaRDI QIDQ1827451zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 6 August 2004

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:jotp.0000020701.20424.d8

zbMATH Keywords

topological spacesexponential tightnessLarge deviationsalmost compact functionquasi continuous function

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic integrals (60H05)

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(9)

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• The contraction principle in extended context
• A generalized extension principle
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
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• Some Useful Functions for Functional Large Deviations
• Two Restrictions on Contraction
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• Risk-sensitive control for the multiclass many-server queues in the moderate deviation regime

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