The probabilities of large deviations for semimartingales

DOI10.1080/17442509508833996zbMath0857.60018OpenAlexW2081438939MaRDI QIDQ4715830

I. G. Grama

Publication date: 24 February 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508833996

zbMATH Keywords

large deviationcentral limit theoremsemimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Large deviations (60F10)

Related Items (3)

Large deviations for martingales via Cramér's method ⋮ On moderate deviations for martingales ⋮ Limit theorem for large deviations probabilities of certain forms

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