Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
Author:
Affiliation:
1. a Institute for Problems in Information Transmission , 19, Bolshoi Karetnii, Moscow, 101447, Russia
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509708834121
Reference65 articles.
1. de Acosta , A. 1993. “Exponential tightness and projective systems in large deviation theory”. Preprint
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