Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem. Applications

DOI10.1080/17442509908834220zbMath0953.60007OpenAlexW2027841114MaRDI QIDQ4943565

Anatolii A. Puhalskii

Publication date: 29 May 2000

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

Full work available at URL: https://doi.org/10.1080/17442509908834220

zbMATH Keywords

semimartingalesSkorokhod spacemaxingale problem

Mathematics Subject Classification ID

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

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