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 principlestationary Gaussian sequencessequence of probability measures on a metric space

Mathematics Subject Classification ID

Large deviations (60F10)

Recommendations

• scientific article; zbMATH DE number 4080514
• scientific article; zbMATH DE number 219295
• Large deviation principles for stationary processes
• A Comparison Principle for Large Deviations
• On large deviation principles in metric spaces

Cited in

(8)

• Asymptotics for multifactor Volterra type stochastic volatility models
• A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property
• Pathwise asymptotics for Volterra type stochastic volatility models
• A Γ-convergence approach to large deviations
• On large deviations for approximations of SDEs
• Theorems of large deviations in the approximation by an infinitely divisible law
• The large deviation principle for certain series
• On some applicable versions of abstract large deviations theorems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4895969)