scientific article; zbMATH DE number 936374

MaRDI QIDQ4895969zbMATH OpenFDO

Authors Naresh C. Jain, J. R. Baxter

Publication date 23 March 1997

zbMATH Keywords

large deviation principlesequence of probability measures on a metric spacestationary Gaussian sequences

Mathematics Subject Classification ID

Large deviations (60F10)

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(9)

• On some applicable versions of abstract large deviations theorems
• On large deviations for approximations of SDEs
• Theorems of large deviations in the approximation by an infinitely divisible law
• Pathwise asymptotics for Volterra type stochastic volatility models
• scientific article; zbMATH DE number 503481 (Why is no real title available?)
• A Γ-convergence approach to large deviations
• The large deviation principle for certain series
• A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property
• Asymptotics for multifactor Volterra type stochastic volatility models

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