scientific article; zbMATH DE number 936374

zbMATH Open0858.60029MaRDI QIDQ4895969FDOQ4895969

Authors: Naresh C. Jain, J. R. Baxter 

Publication date: 23 March 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

large deviation principlestationary Gaussian sequencessequence of probability measures on a metric space

Mathematics Subject Classification ID

Large deviations (60F10)

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

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