Large deviations of semimartingales via convergence of the predictable characteristics

DOI10.1080/17442509408833911zbMath0827.60017OpenAlexW1978727707MaRDI QIDQ4849121

Anatolii A. Puhalskii

Publication date: 26 November 1995

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

Full work available at URL: https://doi.org/10.1080/17442509408833911

zbMATH Keywords

semimartingaleslarge deviation principleSkorokhod topologypredictable characteristicsweak convergence for rate functions

Mathematics Subject Classification ID

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

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