Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
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Publication:4368900
DOI10.1080/17442509708834121zbMath0890.60025OpenAlexW1999845980MaRDI QIDQ4368900
Publication date: 12 May 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509708834121
Generalizations of martingales (60G48) Diffusion processes (60J60) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)
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